Sorry but I don't quite get it. Correct me if I'm wrong. As I understand it, you have to enter one URL to get to your database with MLM and then you have to change it to lm.php to get "click-through" to work ? And if you happen to forget and you enable "click-through" you offer your database to the world inadvertently ? If that's the way things are set up, it's not very safe or intuitive.
No, you have to enter the lm.php URL and that's all, no need to change anything. That same URL is the same for everything, loading lists, stats... Your URL should end with /lm.php This is the script entry point.
All the MLM information is available here