[Vanit]

Slighty off topic, but someone asked
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There are some games that doesn't run well on Zsnes,
Star Ocean &
Shin Megami Tensei

are examples.

However both of these runs great on SNES9X, did you try the latest version of that DemonSui?
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Those specific games require special hardware addons that are emulated by default in Snes9x, but you need to download a patch for Zsnes.