Games :: Help with Zsnes

Sorry if this is an obvious question, but where do I put my roms so I can use them with Zsnes? I have damn small installed on a USB pen drive, and I have my roms saved on my pen drive as well, and yet they don't show up in Zsnes's menu. Is there a specific directory I should put them in? Thanks.
? not a clue
I believe they have to be in the same dir/folder as Zsnes, in order to be seen.

original here.