Making an .EXE or .smk ??

I grabbed Gamemaker8pro, as was suggested, and have the Mario Builder EXE Maker.GMK file. Also have (IMGburn ISO maker).
How do i proceed to making a single file game that can be converted to .SMK to be played in a Snes emulator?
Is that possible? My end goal is to have custom controller options. As it is, when i use my controller the game works but when i attempt to fly (up to the right) it quits the level & you lose a life. Previously i thought it was just pressing both run & jump (controller) buttons together that did it, but just noticed that it is more specifically when you press both buttons & Right+Up together that is making it quit.
Any thoughts?
Some of my friends won't play it on a keyboard, so I'd really like to find a solution.
Thanks

I got a reply from Mario Builder, the game isintended to support a basic controller, like a joystick. My controller is an xbox, and is probably sending the program a signal that it doesn't compute. Going to try using my friend's Snes style USB controller to see if that works any better.

I'd still be interested in knowing if anyone has found a way to render the game to be played in 9xSnes emulator ( .smc file)