Weird problem with SSF Saturn Emulator

[MinionOfCthulhu]

Sorry if this isn't the right place, the SSF guide on the homepage said to ask questions here, so here goes. I'm having a weird problem with SSF and I haven't seen any posts with people having a similar problem. Basically, I open it up, and it's just a tiny little window that just shows File(F) and Hardware(H). It then closes itself. When it doesn't, it just stays like that little window, looking nothing like the shots of people using it that I've seen. Pressing either of them gives me options (File for opening files, ect) but nothing works when I use the keys. The expand button so I can see the whole thing doesn't work (but neither does pressing O for options, which I assume is how it works but again, it doesn't show in the window), and it won't let me close the program via that handy red x either, I need to start the Task Manager and close it. I've used like five different versions of SSF, and it's the same every time.
Man, that was kind of wordy.

[Mozgus]

Do you mean SSF? The Saturn emulator?

[MinionOfCthulhu]

Do you mean SSF? The Saturn emulator?

Whoops! Yeah, I meant the SSF Saturn emulator.

[Genesis Knight]

Make sure you have a CD in the drive or an image mounted before you open the emulator, and make sure you have BIOS files in the appropriate folder.