Gens Using & Configuration
Before you start trying to load a game make sure you visit the Directories section in Help to configure your directories and all other necessary things needed to play commercial games. (but do not ask us or the authors for these files)
(Loading A Rom)
Once you have everything set up it is time to load a game. Click on to FileOpen ROM, and you will see the Open Dialog. You can also get to the Open Rom dialog by just pressing Ctrl and O together on your Keyboard.
If it doesn't already open in your Rom folder then select where they are situated (shown above) and click on the file.
Once you are sure that is the Rom you want to play click the Open button and the game will load for you to play.