I believe it only works with earlier versions of SNES9x. Use SNES9x 1.51 (or earlier if you want.)
Edit:
It's not doing very well at viewing the sprite layer with 1.51 savestates, so it might be necessary to use an even earlier version.
Edit:
It's not doing very well at viewing the sprite layer with 1.51 savestates, so it might be necessary to use an even earlier version.