I'm closing this thread. This question has been asked way too many times, SNES-STATION will not & can not load roms from HDD, it can only load roms from CD.
You will have to wait for an offical version from hiryu, the last offical version is from last year (December 2003). Understand that hiryu writes the code for SNES-STATION but he owes nothing to us. There is no way to add HDD support without the source code & the source code to SNES-STATION was not released.
Homebrew Supporter for over 4+ years.
PS3/XBOX 360 fan (own both systems)