Your first problem is using .zip files, the Cyclo does not read them. You
must extract the files first. Since you have Vista, all you have to do is open the .zip file by double-clicking, then drag the contents out.
I will post some pictures of what a correct set-up should look like. You're doing it completely wrong.
This is my SNES folder. Note what's in there and what's not. ROMs are .smc files, not .zip. And delete your folder called ROMS, you don't need it (take the ROMs out first!).
This is my root folder on my MicroSD. The SNEMUL.CFG file and the actual emulator go here, not in the SNES folder. I'm pretty sure I told you this before.
Your skins don't work because they weren't made for the Cyclo. My guess is that you directly used skins made for other flash cards, or you tried to use a shitty converter. Either way, it won't work. And you
need a skin file like the one you showed. All skins made for the Cyclo include it.