You're probably using a build of SNES9x that's looking for the PSP's Media Engine (the 2nd CPU), which isn't emulated by the Vita. You should try a build with Media Engine support stripped out
SNES9xTYL 0.4.2: http://www.mediafire.com/download.php?1f42658n6nq6wu6
SNES9xTYL 0.4.2: http://www.mediafire.com/download.php?1f42658n6nq6wu6