Is the corrupt data showing as an icon in the list of files on the memory card next to the SNES emulator icon?
If so this is perfectly normal. The PSP doesn't know what some of the files the emulator is using and so shows them as a corrupt data icon.
To try and hide these corrupt data icons hold down the R button when you switch on your PSP to make it go to the recovery menu. Then go to configuration, and there is an option in there to hide corrupt files/data. That hides most of them for me.
Glad you managed to get the SNES emulator to run. Cool isn't it. Now you just need to get PSPUAE to work. :)
Also try some game ISOs and see if you can get those to run too. A smallish game for testing it works (download wise) is Mercury if you can find it. Most torrent sites will have it.

