EDIT: I'm a friggin idiot. Use GoodSNES or something to rename it rather than my suggestion. The command "goodsnes rename inplace" will rename all your games.
Original post:
Well yeah, if they don't have any extension SNEmulDS isn't going to recognize them. That would be the issue.
You could possibly whip together a batch script that will do it. The following will work, though it will do EVERY file in the folder it's run in.
Code:
FOR %%F in (*) do COPY /Y "%%F" "%%~nF.smc"
Put that in Notepad, save it as "go.bat", put it in the folder of SNES games, and double-click it
Again, this will affect every file in the folder, including the batch file itself. It makes new copies of each file rather than renaming, but it will overwrite old copies without asking, so be careful. I'd suggest running it in a folder containing nothing but your SNES games and then deleting the "go.smc" that's produced.
I'm sure there are more elegant solutions out there, but I'm too tired to give much more effort at the moment.