1.The Lunar Magic you downloaded is bugged.
2.You havn't opened up the ROM.
Correct me if I'm wrong.
1.Look for a folder in the top right with a arrow coming out. Click it.
2.Search through until you find the level. If you used a video from Youtube I believe it should be called SuperMarioBundle.
3.Customize the level how you like it. When you done go to your emulator and look for the name of what you called the ROM.