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.