Instructions to setup xmsnes for making SPC files:

1. download xmsnes binaries from here
2. extract the contents of the zip file to somewhere
3. delete spx_core.bin
4. rename spx_corem.bin to spx_core.bin (a bug in the converter reads from spx_core.bin instead of spx_corem.bin. spx_corem.bin is the SPC patched version)
5. download missing binaries from here
6. extract zip contents to the same folder with xm2snes.exe

Notes on running:
to make an SPC file: xm2snes -b input.xm (or mod or s3m)
xm2snes must be ran in the same directory as its exe file. if you are in another folder then it won't find some of its files. (yes... bad programming)

Other notes:
modules with lower BPM/tempo convert better
and xmsnes sucks :)