Help! NDSL Emu Hell!!

Ok. I bought a Max Media Dock, I work for gamestop. I got it cheap hoping that i would be able to run Nes, Snes, Genesis, GBA and NDS ROms on it. I struggled for hours just to only get Mega Man 2 running on it. I could not figure out how to upload more thatn one rom on it at a time. If any one who knows about the MMD could help me it would br greatly appreciated. From what i hear this device is one of the worst things to own if you are tyring to Emu what i want above. I hear that the supercard ds is exactly what i need or an M3? There are so many im very confused. Im willing to spend as much as possible for the absolute best quality product there is for this. Please someone help me with what would be the best device to run Nes, Snes, Genesis, GBA and NDS and about how much it will run me. Thank u soo much!!!!