Snes9x.com

My computer's OS = Windows 7 home premium, 32-bit American english language version.
HP Pavilion dv6000 (RX019AV#ABA)
Mobile Intel(R) 945 Express Chipset Family
Snes9x = 1.53
Snes9x 1.53 OutputMethod = DirectDraw (because it gives me an error message if I try to use Direct3D).

In this topic (see link)
http://www.snes9x.com/phpbb2/viewtopic.php?t=4910
near the bottom of the 1st post are some links to CG Shaders in the windows port.

I downloaded the 32-bit version of the cg_dlls zip folder & Themaister's graphics filters zip folder (he should make that thing more obvious, because it took some searching before I found it). I didn't download the CG Toolkit from nvidia's developer zone because I couldn't find it, but the 1st post makes sound as if you can use the rest of the things without it.

Anyway, now that I have the above mentioned things, what specifically do I do with them, if Snes 9x 1.53 can use them?

First of all: cg shaders only work in Direct3D and OpenGL. You can try updating your directx installation and see if it works then:
http://www.microsoft.com/download/en/details.aspx?id=35

If you get either D3D or OGL to work: place the cg_dlls into the snes9x folder, extract the shader pack anywhere you'd like them, then select one of the .cg files in the display settings of snes9x.