Wait, You need an emulator. Just getting a rom itself is useless.
Once you get the program ZSNESW from
www.emureactor.com (you need to log in under your account to download it, though.) then download a rom from the SNES list. Go to the M section and get megaman X. It's a good game for beginners to the series, since it's easy to understand once you set you're buttons. Then, put the rom (leave it zipped) and put it in the same folder as your emulator (if you don't have winzip or winrar, I suggest you get one of them) then, click on the ZSNESW program icon. it looks like smarties in a cup looking on top, so click on it and click load. If your rom is in the same folder as the emulator, then it should be right there. Double click on it and play.
You'll want to set your keys up in the config menu. Input#1. The arrow buttons are easy to get, start si to pause, select isn't used in megaman's, but the rest are tricky.
A: dash (a later skill)
B: jump
X: not used
Y: shoot
L+R: not important
Once you set up the buttons to how you like, play away!
I should have gottens someone else to write this. I wasn't very good.