I run this as described above, actually through mamewah, and the initial game loads fine throught he mamewah menu. When I escape from the initial game it does not bring me back to mamewah (as with other emulators), rather, it brings me to the zsnes GUI.
Is that normal? I would have expected the zsnes GUI to remain hidden. I'll be running this from a cabinet so would prefer to not navigate the zsnes menus with a mouse unless truly necessary.