Why have you tried Fusion & Gen32x? they are Genesis/Sega CD & 32X emulators not Saturn ones. As for getting it to run I havent tried that game, havent got in fact so I'm not sure exactly. If you're using XP you may need an aspi layer installed to get your cd drive working with the emulator perhaps, a problem some people have, I used to have it myself. Also check you have the bios in the right place & have set the emulator up to see the bios, easy enough in SSF which is a lot further along than any of the currently released Satourne versions.
If that doesnt do it then maybe the game isnt supported decently yet but as I say I dont have it so I cant be sure of that.