I remember having to press a certain key just to go back to the ROM loading window. Stellar - An Atari 2600 emulator which works smoothly but is entirely minimal (as in, no menu bar at the top).
People said that ZSNES was better but, I had a hard time trying to even load a ROM with it. It is one emulator I would highly recommend.
I think I can recall a Chinese version of this too.
When I used to do emulation gaming years ago, I used the following: