What? Emulators aren't illegal. That's what those big companies like Sony & Nintendo want to make people believe... the emulation of a system as such isn't illegal as long as no proprietary rights are violated.
You're probably talking about Magic Engine. It's a great emu and worth every penny. However, there are free alternatives... why don't you use Hu-Go! (www.zeograd.com
)? Okay, the compatibility is not yet on a par with Magic Engine, but it already runs many games perfectly. Give it a try!