There is one more video recording mode in Snes9x, and this one is called 'Movie Record'. While the recorded video retains the audio, the program mutes the sound while recording, so playing a game when you record it is slightly difficult. The emulator will record the gameplay until you go back to the menu and click on stop recording. Set a file name, and then the compression settings and hit OK. Snes9x has a built-in recording option that can be accessed from the file menu. The prerelease version has 10 banks, each of which have 10 save slots. The stable version of the program has 10 save game position slots (savestate), these are numbered as 0 - 9, which you can use to save your gameplay at any moment without relying on the in-game save system. Your recently accessed games are listed under the file menu.
The emulator supports SFC files, but it can also open ZIP archives that contain the game files. Click on File > Load game and select the game that you want to play. The interface is nice and simple, use the menubars to select various options. It is a portable application, and comes in 32-bit and 64-bit versions.