Mednafen is an acronym for “My Emulator Doesn't Need A Frickin' Excellent Name”…
Unfortunately, there is no GUI (Graphical User Interface) so you'll have to use the terminal command line.
First, make sure you have the extra Debian repositories set, by typing in the terminal “sudo kwrite /etc/apt/sources.list” and adding:
deb http://ftp.se.debian.org/debian/ etch main non-free
Now save and close the window.
Next, in the terminal type “sudo apt-get update”, wait for it to finish, and then type “sudo apt-get install mednafen” . When prompted, just press “y”.
Reboot your eee now.
Next, do a change directory “cd” to your ROM directory by dragging a file or folder from the directory in file manager into the console and select the option CD. Finally, type “mednafen [rom_name.xxx]” and Mednafen should launch and execute the ROM.
The default input controls are rubbish, so when Mednafen opens up hit 'F3' and manually configure the controls yourself (pretty simple). Mednafen offers good support for USB gamepad controllers.
I followed kallum619's instructions and got Mednafen running on the first try. It works great, although you may need to edit the file /home/user/.mednafen/mednafen.cfg and change the scale factors for the various console's video settings so that they fit on the eee's small screen. – LS650