If it works with movies and music fine, than it is either a user or an emulator/program problem, not an SD card problem
What snes emulator are you using? What settings are you using? What roms are you trying? (have you tested them on a pc emulator?)
Have you tried any other games/emulators? Did they work?
What firmware do you have?
Without answering these questions (and probably more) it is very difficult for anyone to know what your problem is, please explain everything thoroughly so that we can help you fix your problem