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I tried the same thing and it didn't work. I searched a ton of forums and learned that SNES station is programmed to search your CD drive for roms. It won't search your HDD or an image on the HDD. I beliave the only way to get this to work (without swapping) is to launch the SNESstation elf file with LaunchElf (or some other elf launching tool) and have a cd with roms on it, in your CD drive. I haven't tried this yet, so I'm not 100% sure that will work, but logicaly it seems to make sense because when you hit SELECT it says "Insert CD & press X".