I had a lot of trouble getting the previews to work for SNES360. Here's what I did:
1. Make sure you have configured the settings.xml file with a text editor so that the <HDD Drive> points to the directory with your roms and <PreviewPath> to your directory with your preview images.
2. Download an image for every rom you have in your rom directory (I used Skraper http://skraper.net/ to automate the downloading)
3. Make sure all the image files have the same name as the rom files (e.g. 3 Ninjas Kick Back (U).rom has an image file 3 Ninjas Kick Back (U).png)
4. Make sure all image files (*.png) have color depth of 24. You can mass convert your image files for free with IrfanView.
5. FTP all roms to the rom directory you stated in the settings.xml file in step 1.
6. FTP all images to the preview directory you stated in the settings.xml file in step 1.
