Yikes, I don't know where to begin. For starters, familiarize yourself with linux a little bit by reading this:
http://tldp.org/HOWTO/DOS-Win-to-Linux-HOWTO.html
If you still have not answered your own questions, I will give you a few quick tips.
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i made the file in a root and it wont let me take the folder and "move to trash"
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you are running your window manager as a non root user. Read the above mentiond howto on file permission and how to change them.
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when i try to make it full screen it just slows down.
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You probably have not configured your linux system correctly to use hardware acceleration. Search the web for information on how to get linux drivers or configure the kernel for your video card.
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f i were to install snes9x where is a good place to get a packaged file and a good gui(frontend i think they are called) for it and how to i install it.
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Search the web. This forum is not to assign people homework. Once you have found one you like, read the README file included or sometimes the INSTALL file on how to install it. If you get errors or do not understand the instructions provided, come back and ask specific questions making sure to provide detail on the problem you are getting.
Please don't find my response rude. This was told to me when I first started using linux as it will be to everyone else who does. Learning to find answers yourself is the only way you will ever get good at using linux.
I hope you were able to get some use out of this post.
...drkstr