If you are having problems running nes roms in Piplay v0.8 beta 3, here is the fix:
Edit line 158 of /home/pi/pimame/pimame-menu/pmmenu/menuitem.py

change this:

 'command': self.command + " " + os.path.splitext(os.path.basename(f))[0] + os.path.splitext(os.path.basename(f))[1]

to this:

'command': self.command + ' \'' + os.path.splitext(os.path.basename(f))[0] + os.path.splitext(os.path.basename(f))[1] + '\''