Instructions for loading rom files:
1) Sideload the app to the phone by dev tools or some other means
2) The app appears in the xbox live tab among with other games.
3) Roms are added by typing in an direct http url (ie. http://www.myhomepages.com/roms/somegame.nes) and clicking download, if all goes well the rom appears on the main listbox.
3.5) Zip files are not supported. Get that Rom directly somehow
4) select rom and click play
Gaming mode application buttons are pause/play, save, load and sounds on/off
Most of the nes roms should work.
Download Link: http://www.cs.uta.fi/~tp79800/nes/Emu120.xap
update: updated xap url, but still same old emulator