Gracias a Yukio, por la información.

GEM run in RuMSX and MSKISS.
You need to create a new disk image and copy the emulator and games.
Use WINIMAGE if you not have any real 3 1/2 2DD disk.
In RuMSX select disk new , after create the disk use WINIMAGE to inject
the files to the DSK.
   http://www.winimage.com/download.htm

Run the emulator put the MSXDOS22.ROM as cart a: and MSXDOS22.DSK as
disk a:  use reset(F12 key)
After load MSXDOS 2 change the disk a: or disk b: to the disk with the
GameBoy emulator and games.(for some games you need to put more RAM or
run in MSX2+/TURBO R mode).
Use DIR to see the files.
to run use :  GEM GAMENAME.GB

See some screens at: http://www.geocities.com/ps_x1/GEM.htm