Can't get either SNES emulator to work...

Now, some quick background. I use to have both a NES and SNES emulator on my computer, until I got it cleaned out. Also, not exactly "smart" when it comes to computers.

Ok, when I download either the SNESX9 or ZSNES emulators... i'm prompted to either run or save the file. When I save the file to my "SNES" folder, it downloads with no problem (I think). But when I go to open the file under my documents, a screen comes up thats offers me to unzip the files. Now, I don't know much about zipped and unzipped files, but either way... when I click "Unzip" it tells me 6 files have been unzipped successfully ( 40 for ZSNES ). Once I click "ok", a textbox comes up that reads off about the emualator, but I still can't get it to load up. However, on the ZSNES emulator once I click ok, instead of a textbox, I get a box that reads "Error 2 running command /docs/readme.htm/index.htm"

Can anybody help me out with this and possibly show me what i'm doing wrong? I know i'm missing something, but I can't quite figure it out. Any help is greatly appricated. Thank you.