Like I said before, this should be doable; It works in the Windows port of Snes9x. I can't say for the mobile version, since I don't have a mobile phone.
Here's how you do it in the Windows port though:
Navigate to your Snes9x folder and open snes9x.conf with a text editor such as Notepad, vi, Notepad++, PSPad, or other similar text-only editors.
On line 14 of snes9x.conf:
Filename = # filename of ROM to run when Snes9x opens
Type in the ROM's filename (ROMFILE.smc, for example) after the equal sign, if the ROM is in the current directory. If the ROM is in a different directory, type the full absolute path, or relative path.
ROM is in the same directory as snes9x.exe:
Filename = ROMFILE.SMC # filename of ROM to run when Snes9x opens
ROM is in a directory lower than snes9x.exe's directory:
Filename = .\ROMS\ROMFILE.SMC # filename of ROM to run when Snes9x opens
ROM is in a directory higher than snes9x.exe's directory, or on a different drive:
Filename = C:\SNESROMS\ROMFILE.SMC # filename of ROM to run when Snes9x opens
Quotes are required
if the full path to the ROM contains spaces, such as "C:\Program Files\Snes9x\Snes Roms\ROMFILE.SMC".
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What operating system are you using? 32 or 64bit? Version of Snes9x? Is the text at the bottom of the window white when you load the game?
These suggestions are usually
the solution to your issue!