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.