If you download the Zsnes emulator, I would suggest that you unzip all the files 
into the same folder as all of your games. Double-click Zsnes.exe and then load 
the .smc file for the game you want to play. When the game starts, hit ESC to 
bring up the menu screen. Go to "Config" and click "Input #1" so you can set 
what controller buttons you want (I would suggest setting A, B, etc. to be on 
the left side of the keyboard). Then click "Calibrate" in order to set them. 

After that, go back under "Config", click "Options", and check the box named 
"TOGGLED FAST FWD". Hit ESC twice to resume the game. Clicking that box allows 
you to conveniently put the game in fast forward using the ~ button without 
having to hold the button down. Push ~ again for normal speed. Push F2 to save 
your state (save any time, any game), F3 to change save/load blocks, and F4 to 
load.

You will notice as you play the game that there are some graphics problems with 
the emulator, like the mist in the Mist Cave of FF4. In this case, push 2 to get 
rid of the mist so you can see. Pushing 1 through 5 varies the visual controls. 
It's usually pretty easy to fix the graphics problems by experimenting with 
these numbers. You can set them all back to normal pushing 6.