at a command prompt (i.e. in winxp, click 'start', click 'run...' and type cmd at the prompt)
do cd into the directory which mess is installed in
i.e. If you start in
C:\Documents and Settings\Your_Username>_
and mess is located in c:\mess
type 'cd c:\mess' (without the 's)
'mess snesfx -cart "path where cartridge file lives plus name"'
i.e if i have the cart images in c:\pokerom\snesroms and i want to run starfox.smc, then I would type:
'mess snesfx -cart "c:\pokerom\snesroms\starfox.smc"' (again without the ' chars) and then mess should run the cart correctly.