yes, I use virtualbox to test any software I am not sure of. Caught one nasty already
The only thing I can think of would be if you got the ROMS as self extracting archives (.exe files) instead of ones requiring an extraction program (.zip, .rar, etc) maybe there was some sort of virus in the executable. It’s tricky without asking what site you got the ROMS from to determine if they’re a “reputable” source or not, but obviously no such site or link should be posted here.
The ROMS themselves would be harmless (once extracted from a proper archive, anyway) and emulators shouldn’t be causing any sort of system wide catastrophe, certainly not on two different systems.
I doubt you’re getting anything suspect from emulator zone, but you still might want to follow Stealth Potato’s advice and get them straight from the source site, just so you know you have the most recent version.