Close. These filetype launchers are called "extlink" files and are files that tell a program to interact with the file. It's a bit like windows registering .DOC files with word.
Also, you do not need a slot-2 cart unless the emulator itself needs one. It's possible to get these "extlink" files for almost all of the emulators (even more so if they are open-source), and some have already been made.
If you want them, seach for "nes.nesDS.nds" or "neo.NeoDS.nds" or try and find another one.
Unfortunetly, as far as I know, no SNEmulDS extlink file has been made yet.
EDIT: AURGH! I was thinking about Moonshell 2!
Sorry!
But if you are interested in Moonshell 2's extlink, here's a version of
sneumlds which is compatible with extlink.
Also: there's an extlink file for YSMenu, so you can use all the pretty-ness of Moonshell 2
along with the rom-loading ability of YSMenu.
Search for it in the GBATemp downloads section.