• Go fetch the file! Go to SnesKey Home Page to get it.
• Be sure to unzip the file in a directory named Sneskey
• Edit the gpp.ini in the examples directory and put it in the main directory (if you have any problems in finding the exact word that will work in the ini file, go look in the keys.cfg file)
• Rename-it «emuname».ini
• Run Sneskey.

First, there a place to insert the path to your emu in the ini file. If you choose to put it there, it will launch your emu directly.
The Syntax is : Sneskey « emuname »

The other choice you have is to load Sneskey as a TSR. The main benefit to this is that i ran into problems with the sound in Zsnes and using trs mode erased the conflict. (But I think puting the emu in SnesKey dir would work too, but who would want to do that?)
Just use the same syntax as above but put « /t » at the end of it.

This as an added bonus too: Check in the upper-right corner of your screen, you should see dots. Play with your joypad (and not your joystick ;) ) a little and see what happens. Are there circles appearing? Then your pad is working fine.

If you are not sure your joypad works, just use the « /x » command, it will take you to test mode.

You can find the ini file for Zsnes in the config file page.