I would think that the advance lever would still function even with the ME winder attached at the bottom. If it's the Winder II there's a user manual for it here.
Pentax winder MEII
Far as the MX goes, you could have it fully CLA'd for around $80 if you send it off to Eric (
Home-Pentaxs ) which would still keep you 'around' the cost of what you would have paid for a fully serviced MX. It wouldn't be a bad idea specially if you like the mechanical stuff (it only needs batteries for the meter, everything else can operate fully without batteries).