Hmm it must be another libsdl dev dependency, I installed mine more than 1/2 a year ago, so I don't rememeber exactly what's missing. Installing dependencies normally a one time thing.
Originally Posted by kevindubrow
sudo apt-get install libsdl-image1.2-dev libsdl-mixer1.2-dev libsdl-net1.2-dev libsdl-sound1.2-dev
What happens when you type zsnes in terminal
does it show an error message?
EDIT: One other thought, did you change anything in your upgrade to Gutsy? Maybe enabling/disabling desktop effects will make a difference?