Okay. I know it's somewhat covered in the ports FAQ we have, but here's a more detailed explanation.
**DISCLAIMER** We do NOT take responsibility for accidental/intended bricks, your device running slower than before, your boss is mad over you being late due to the alarm app not working as it should, etc.
First, you need to make sure your device is jailbroken. SEARCH GOOGLE FOR INSTRUCTIONS ON HOW TO DO THIS,
since the procedures vary between devices and firmware versions.
Next, within Cydia or Icy or whatever it is the 3rd party App Store is called these days, search for openssh and install that as well as all relevant libraries/dependencies.
Then, you'll need to know the LAN IP of your device, since you will have to login through SFTP. Either go through your router/modem config or download a terminal app on your device and input this command into the terminal:
HINT: Take note of the IP address (usually starting with 192.168.*.* or 10.*.*.*) as you will need it for the next step.
Now, you'll need to gain root access on your device, since you'll have to login via WinSCP or some other SFTP client on the root account. IIRC default root passwords would either be dottie or alpine. If these don't work, search Google for a listing of default root passwords for your iOS device's firmware.
After getting into your iOS device via SFTP, go ahead and upload your ROMs to the device.
This is the easiest and only way I know of that will allow you to put ROMs on your device, regardless of operating system.
UPDATE: Apparently there is/was a security breach in the iOS devices.. http://www.ifans.com/forums/showthread.php?t=322994
so after getting your ROMs on your device, follow the steps in that thread to change your default root password (and take note of it, since you won't be able to use dottie or alpine unless you reset it as such).
Unofficial Test Monkey For:
* Snes9X GX (Wii)
* Snes9X EX (Android)
* Snes9X 64-bits