I assume you have an lcd monitor? You need to change the fullscreen resolution to whatever your monitor's max resolution is, and if it's not available in the list, choose Custom (DR F) mode, it will allow you to manually type in the resolution. Make sure you choose DR F mode, as it will keep the SNES's original aspect ratio in full screen, rather than stretching out the picture, making it blurry. Here's a picture of my ZSNES setting, which gives me a nice, non-blurry full screen picture for my 20" widescreen lcd monitor (just in case you happen to have the same - copy these settings and it will work great).
If you still get a blurry picture, click that FILTERS tab as you can see on the screenshot, and disable whatever graphical filters are being used (interpolation is the usually the culprit here - it will absolutely RUIN your picture, making it look really nasty).