If you're using SNES9x, I bet that your ROM has been locking up on you.  To counter that you need to do the following:

1)  Enter DOS.
2)  Bring up the SNES9x directory.  Start it with the line "snes9x -tr -ratio 3 brthof2.sfc"; brthof2.sfc should be changed to whatever the ROM is named on your computer and whatever type of file it is (probably sfc).  -tr turns on the transperancy feature, while -ratio 3 alters how it reads the sound instructions -- which are what's been locking up your ROM.  Why, I don't know, but your ROM should work now.

If you're using ZSNES, your ROM probably isn't saving.  What to do here is very simple:

Save your game under slots 2 or 3.  Slot 1 is automatically deleted when you exit the ROM, but slots 2 and 3 aren't.  Why that is so, I have no clue.

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