KolibriOS is extremely tiny and fast OS, size of official distributive is <2MB. In fact, you can fit KolibriOS+ZSNES in 500kB. It isn't Linux or something *IX, KolibriOS is absolutely independent OS written in assemler.
For trying out ZSNES:
1 ) Download official or testing KolibriOS (iso image for booting from CD or img image for booting with GRUB/memdisk/USB stick)
2 ) Burn ISO to CD, or install IMG to floppy/USB/GRUB (you can find instructions in official distributive)
3 ) Download ZSNES for KolibriOS
4 ) Unpack ZSNES to hard disk (FAT16, FAT32, NTFS, Linux ext2 and ext3 partitions supported) or burn to CD-disk
5 ) Copy few smc (or zipped smc) files in ZSNES folder too, because my stubs for glob and other libc functions aren't full-featured yet.
6 ) Boot KolibriOS, launch one of our file managers (their icons are on desktop: eolite - is Dolphin clone, kfm - Total commander clone, KFAR - FAR clone), find ZSNES folder and launch ZSNES.
7 ) Have fun
8 ) Write to me about bugs