How do you run Mario Adventure in an offline emulator?

Go to http://www.collegehumor.com/video:1884177 and watch from about 1:55 to 3:38. The online version of Mario Adventure is on Firefox at http://www.derok.net/nes-roms/super-mario-bros-3 , but online you can’t save and can’t use items in your reserve. I tried to run both emulators and the Lunar IPS switch, but I must be doing something wrong. Do I need to download the original unchanged Super Mario Brothers 3 rom? Does anybody know how to run The Mario Adventure roms offline so that I can save and use items in the reserve? Has anybody found any keys?

Actually, I need to learn how to use any NES rom in an offline emulator.

Edit: I wondered if I should have instead put this question in the https://wolf3d.darkbb.com/off-topic-f14/ category. Sorry.

From my experience, if you just go to open and press "open file" and click on the right rom, the game starts.
That's pretty much all I know about this =\
i have played lots of mario on the emulator, though!
Good luck

Thanks. But which emulator did you use? Did you use the Lunar IPS thing? Do I need to try DOSBox or anything like that?