Okay, I'll try to help with a couple of those. The first issue you describe is probably caused by and incorrect key binding for the 'on screen display' option. I use MameUI32 (0.126u4 to be specific) and the default in game command to adjust key bindings is the 'tab' button. 'on screen display' is under the Input(General)>User Interface Tree. It is the first option and is generally set to the ` key. I prefer MameUI32 because the visual layout is easier for me to interpret when adding new roms. I use both Fusion and ZSnes and love them. If your system is up to it you could try Project64 Check that the Nes art is in .png or jpeg format. If it is then double and triple check your paths. No matter how many times I've set up emulators I usually mangle one path of forget to set the folder properties correctly. Hope this helps.