1) First of all your CPU must have SSE2 instructions implemented. You might know it running
CPU-Z
2) Next you might have the Saturn Bios, use Google to get it. Then you have to locate it on "Options" -> "Bios" -> "Browse" to find it. Now you should see the Saturn load & config menus.
3) SSF needs a way to use the CD/DVD-ROM Drives, either real or virtual (emulated or mounted ISOs). Install Adaptec's ASPI (I strongly recommend
ForceASPI), or use IOCTRL/SPTI (Windows 2k/XP only) feature: "Option" -> "Option" -> "Program1" tab -> check "Use I/O Control" box.
4) You might change the region settings on "Option" -> "Option" -> "Area Code" combo box.