Notice: This only works for Dapper at the moment.
If you find another way, let me know and I will update this post with you credited.
This is my first howto so don't be too harsh on me please. I recommend you copy and paste to simplify this howto.
Step 1 Open Terminal
Alt+F2 on keyboard and paste this
now click run or just hit enter/return
Step 2 Download ZSNES package
In Terminal Paste
Then type in the random letters/numbers in the box in the upper right corner
Then Click Download of course. Save it somewhere and then cd in terminal to where you saved it.
Step 3 Install the depends
Step 4 Install ZSNES package
sudo apt-get install ia32-libs ia32-libs-gtk ia32-libs-sdl ia32-alsa-oss nasm
P.S. Don't use that very often as that is kind of dangerous.
sudo dpkg -i --force-architecture zsnes_cvs20060815-1_i386.deb