If I try Open With or associate the files with Bizhawk and then try running a ROM file like an executable, I get the following error from Bizhawk:
System.NotSupportedException: The given path's format is not supported.
at System.Security.Permissions.FileIOPermission.EmulateFileIOPermissionChecks(String fullPath)
at System.Security.Permissions.FileIOPermission.QuickDemand(FileIOPermissionAccess access, String fullPath, Boolean checkForDuplicates, Boolean needFullPath)
at System.IO.FileInfo.Init(String fileName, Boolean checkHost)
at BizHawk.Common.PathExtensions.PathExtensions.MakeAbsolute(String path, String cwd)
at BizHawk.Client.EmuHawk.MainForm..ctor(Config config, IGL gl, Action`1 updateGlobalSound, String[] args, IMovieSession& movieSession)
at BizHawk.Client.EmuHawk.Program.SubMain(String[] args)