You read that user write sometime ?
For your BG problem it's because you are using the same shortcut for the BG option and another command.
If you are using X-ad a mouse with 2 button or 8 button, blue or red, with mgalaxy or not, I don't mind.
I m sure if you run notepad and press the button where you have a problem you will have a "1" or a "2" for the second button. If yes just go in snes option and change the shortcup for theses options (alt+F9).
For nestopia, have you tried the base configuration from here
http://www.mgalaxy.com/tutorial_emulators.html ?
THere must be something wrong I do.
Yes, If snaps are png file, with same name than rom (name and not extension ofc), and with good folder configured, It will work.