The games are all on the internal? I have a issue sometimes where i have to disconnect and re-connect the external for the games to show up (always shows the internal ones though). Try going into the setting and look to see what the default screen is, (under default display mode) mine is set to XMMB as default). BDEMU only needs to be run once (without it you get a error screen on startup and games won't boot)
The issue with the Snes games is something i haven't even figured out yet (have mine on a usb stick) i guess if you create a folder via ftp and point the emulator to that folder it would work i just haven't tried it myself yet.