i don't think there's rpm for zsnes.
just download the source and install..
just to make sure you have "nasm" before you install zsnes... "nasm" should be on your cd, if not insalled on your system.
Mandrake has native ZSNES RPMs (as well as SNES9x, and TuxNES, both with GUI add-ons). I think they're somewhere in /contrib, or in the Emulators group.
If you use Mandrake and don't see them, update your sources at EasyURPMI .