Sorry I can't remember the exact folder location, however, if you launch the NES emulator, the error message that gets displayed tells you exactly where the ROMs need to be located in order to play them.
Hope this helps out a little... if not, I will try and remember later today to post the exact folder location.
does this work for anyone in 1.1.3 via ZiPhone jailbreak? I placed the ROMs in var/mobile/Media/ROMs/NES and when I go into NES, the app, it still tells me that there are no ROMs found and to place them in the path for the old firmware. any advice on how I should approach this? Thanks!
Update: i ended up creating a folder in this (the original) path: var/root/"Media/ROMs/NES" where the "" stuff i created, and that worked but i don't know if there'll be side/bad effects of creating the Media folder that shouldn't be there anymore?