Have you tried changing the snapshot settings in Zsnesw? If you press F1 while a game is up, you can change the snapshots so they save as .png format with the name of the rom followed by the date:
e.g. 3_Ninjas_Kick_Back_(U) 2003 06_10 17-42-24.png
Once you change this setting, it is saved so from then on, all snaps are saved this way.
Hope this helps