I have Gens, ZSNES & Stella working perfectly now: The things you need to change are:
(Stella+ZSNES+Gens: Send ROM Path=Yes, Send ROM Extension=Yes)
(GENS: Show DOS Box=Yes)
IMPORTANT: The default MAMEWAH settings are setup for MAME, which operates quite differently to many other emulators.
As a general rule, if you wish to use an emulator with MAMEWAH, you should do this:
1) Run the emulator from a real commandline in order to understand the format that it works in.
2) Setup the emulator in MAMEWAH, and try launching a game.
3) If it doesn't work, then open 'debug.log' from the MAMEWAH folder, and compare to the commandline format that you figured out in 1). (Fix in MAMEWAH if neccessary).
4) If everything seems OK, but it still doesn't work, try setting the 'Show DOS Box' option to 'Yes'