[Xperia Play Q&A, Help & Troubleshooting] CZroe:
First of all, though there are many places calling PSX or PSP disc images "ROMs," a ROM file is actually a dump of a ROM cartridge and a dump of a full disc structure + contents is called an "Image." The relationship between emulators and ROMs is the same as between data files and the applications to open, and edit/interpret them. For example, you might use MS Paint to open a bitmap file or Notepad to open a text file. If the operating system was not aware of what program to use to open that file automatically, you would have to launch the program first and use the File>Open function. This is essentially how you will be doing it on any Android device. Now, just like you can't open a Super Nintendo ROM with Microsoft Excel, you can't open a Sega Genesis/MegaDrive ROM with a Super Nintendo emulator. The emulator was written to understand SNES ROMs and would need to be two emulators in one to understand and play a Genesis ROM.

So, you first need to get the emulators you want installed, then copy the ROMs you want to the SD card, then launch the correct emulator and point it to the desired ROM. There are a few extra steps involved.

First, most people are oblivious to the fact that most of the emulators available are blatantly stolen and ported from open-source PC emulators. Half the reason they were open source was to be ported to other platforms like this and have the work and credit shared. Instead, hardly any SNES emulators on Android even mention SNES9x and many port authors have the audacity to charge for something they did not create! Do not support these crooks. For example, it's very easy to find the official Android port of SNES9x by searching on Google. It's called "SNES9x Ex" and it works as well as or better than any of the others on the Android Market. You can find official sanctions ports for most popular emulators. Start at a classic resource like vg-network and work from there.

Next, you need to enable installing from unofficial sources before you can browse to, download, and install the emulator. I'm sure you can figure it out.

After than, you need to download the ROM to the SD card. Me? I usually dump the original game cartridge from my collection, but if you download from websites on your phone, you will have a very hard time! Most downloads will fail or come in an archive format that the emulator does not support, like 7zip format. At least most emulators support standard zip format, but if you get a rar or 7z file, you need to use an app or PC program to extract the ROM file from inside.

Remember, ROMs only work with emulators made for their specific platform. Except for arcade ROMs being used with MAME, it's best to organize them by platform. Make NES, SNES, Genesis, N64, PSX, GB, etc sub directories/folders inside your ROM directory/folder. Place it somewhere that's easy to find on your SD card.

Launching the emulator, look for the "load" function if it doesn't already take you to a list of files. If you are not already on the top level ("root") of your SD card, look for "sdcard." To move up a level from a sub directory to its parent folder, some user interfaces have you pick two dots, which is a relic from the command line days (one dot is the current directory, two dots is the parent). Use this knowledge to browse and find the ROM file.

The emulator should know what to do from there. The specifics or playing and configuring a particular emulator are up to you., Keep in mind that not all games will work. You may want to try games that you know work with the particular emulator first so that you will not waste time troubleshooting something that isn't your fault.