SSH is the easiest thing in the world. I was confused as well, but got a basic understanding of it within a few minutes. Get the emulator from Cydia. Right now they have NES, SNES, GB, GBA, PSX,N64, Arcade and Genesis emulators as far as I know, though the Genesis one is broken. All the emulators, except for the GBA one, come with everything needed to play ROMS. You need to download a BIOS file for the GBA emulator once you downloaded gpsphone. Drag the Bios into var/mobile/media/ROMS/GBA. After that, go download ROMS, which can be found anywhere. Once downloaded, just drag the ROM into var/mobile/media/ROMS/GBA and you are set.