Post count: 6

You can use Putty to ssh into the Pi or do it directly (which you should since you need to configure it).

-F4 to get to the terminal
-Type this:
cd /home/pi/RetroPie/emulators/gpsp/raspberrypi
-Hit enter
sudo ./gpsp
-Hit enter

You should be in. Try to learn a little about various commands such as cd, sudo, cp, ./ and ~/ (hint: that last one replaces /home/pi in this case)