For Xnes9x I have no Idea, It was pretty straight forward for me.
I just got the emu, unzipped, and transfer the folder into the Emulators folder as it was. Then just added the roms on the empty roms folder that is already there and no problems with it, never mess with any configuration there.
Try deleting the save game from the save files manager and then install it again.
For the surreal, I remember editing 2 ini files.
One is Surreal.ini and I do not remember the name of thee other right now (do not have the Xbox at hand) but in one I just changed the paths of the Roms and media (just at the begining of the ini) and the other one (think surreal.ini) you have to take some // from some selections like the resolution you are choosing.
Also do not forget to delete the save file of this emu too beforee instaling a fresh copy of it.