Yes, there is. Gmenu2x has this feature.
How do i use it? Just make screenshots with same name as the rom?
selectorscreensOptionalIf this directory is specified, gmenu2x will search here for a file with the same name as the file selected in the selector but with the png extension and it will display it as a screenshot. Screenshots should be of a maximum size of 160x160px.
ok now the screenshot apears but when i launch the rom instead of lauches the rom lauches the emulator