Sega:- First of all if you want to use a game pad or joystick etc, You'll need to have the software installed and set up in your computers devices. Right before you hit Esc to enter full screen mode click on Options then Set Config and Controllers, Select the Keyboard or Game pad what ever you want to use, Click on define and hit the buttons on your game pad etc you wish to use for the function stated at the bottom of the window and your all set up and you'll never have to do it again, Unless you want to change it that is!.
Super Nintendo:- Hit Esc Click on Config then Input and click on the buttons listed and press the button you wish to use for that function and thats it!, And just like the Sega emulator you'll never have to do this again unless you want to change the buttons you picked!, Hope this helps.
Right i thought alot of people out there have High Definition monitors and are wondering why don't the game look as good as i remember when i was a kid, Well the answer is because you played it on a television, But you can filter the pixels to make it look better and here's is how,
Sega:}- Before entering full screen mode click on Video and click filter and change the resolution for full screen to 1280x960 and that is it!.
Snes:}- Hit Esc and click on Config then video select 1280x900 DS W or what ever fits your monitor best, Hit any button and then hit space when the screen comes back, You should now see the screen is off center do not worry, Click your Windows start icon and the click back on the games now hidden window, Then go to the filter options and select filter Res and pick x3 then click