Emulator Problem: How do I start a game on SSF?

I'm new to emulations. Today I got the SSF emulator working. I figured out how to configure everything. The only thing is, I have no idea how to start a game on SSF. I have the Sonic R rom downloaded and extracted. I just want to know how to get that game running. Thank you. Sorry to sound like a noob.
I am also new and need help>>>>>>>I downloaded snes9x from your site on my macboook pro (MID 2012). Can't figure out how to unzip the file. Tried using "The Unarchiver" app, and it tells me the files are incomplete. What do i do? (i am a new mac user)
thanks. The thought of getting started gives me a raging boner, unfortunetly my status is sadly chubbed please help....