Also, if you don't want to/can't use Retroarch, you can download the individual emulators from Retroachievements' site here.

They're based on FCEUX for the NES, snes9x for SNES, Gens for Genesis, VBA for GB/GBA, and Ootake for the PC Engine. I've actually found it quicker and easier to use the individual ones, but it's all up to personal preference.