Thats what I thought, Thanks.
Turns out the problem was just a crap ass version of WinRAR, and WinACE never extracted RAR's that well...I also tried ALZip, but my Demo ran out on that too. Just wrong programs at the wrong time. I got the stuff I was missing, but now its still giving me the error, where in E:\ is the xSnes9x.ini file located?