Ok friend,
Last time i chcked i needed an nes emulator to play nes roms.
snes9x-1.42-win32 is an emulator for SNES. You need to find an nes one, which will most likely support the .nes file and some emulators even support .zip files.
I think you need to clarify the statement:
and finalyy pleez tell me that can i play the roms on a MAME.
MAME,multiple arcade machine emulator, is an emulator for arcade games. the NES is not an arcade machine. Mario bros and many other NES games existed as arcade games in addition to being released on a cart for NES. however, those would be different roms.
Furthermore, there are what are called 'frontends' which are often used in home-built MAME cabinets which allow the user to launch many different systems. however, using a frontend is basically just choosing an emulator and game. The front end doesn't do the emulating, it merely creates an instance of the emulator with that rom loaded.
You should check previous posts in the Emulators /NES Roms section for help.
A post for emulators..A post for roms.
-jack
http://www.bredberg.org/nes/bestGame.php