no talk of roms, though. dunno if it applies to the emulators, but emulators are totally legal, so long as you don't distribute BIOS for disc-based ones and all.
you're having trouble installing a simple emulator like that?
well, what's the problem? i mean.. it's pretty out-of-the-box.. just install it/unzip the package you downloaded, and play. all that you have to do is locate the roms on your hard drive, and it should be good.
only thing halfways difficult is configuring your gamepad/keyboard setup, and even that's pretty simple. just options > controller config (#1 if there's multiple ones) and then pick your buttons/keys.
if you could tell me what exactly you're having trouble with, beyond "lol i don't know computer", i can help you.