Ok, this is the case. Street Fighter Alpha 2 uses a special chip that was supposed to make the graphic better. But the emulators couldn't emulate that chip. But then the Zsnes makers made these graphic packs that you put in somewhere in the zsnes folder to run the game with nice graphic.

You can get all the files from http://members.madasafish.com/~kefka . Just remember to download the graphic pack and read the instruction.