1.) Run Mednafen at least once.
2.) There will be a new file called mednafen-09x.cfg located in your Mednafen folder, or for Linux users in ~/.mednafen.
3.) To turn off filters, open mednafen-09x.cfg with a text editor, press ctrl+f and search for .videoip 1. Change every result from .videoip 1 to .videoip 0. Linux users can type (INPUT COMMAND TO CHANGE ALL WORDS HERE).

Other useful settings for this emulator also found in the aformentioned configuration file;
Aspect ratio - Maybe you are one of those people who don't really care about aspect ratio. Search for .stretch and change the aspectx2 or whatever else at the end to simply full. So it would look like cdplay.stretch full
Very recently Sega Saturn support was added and it works great, but by default will not use 3D controllers. This can be changed in the configuration file by searching ss.input.port1 gamepad and changing gamepad to 3dpad. You can now bind for 3D controls ingame with alt+shift+1. One of those controls you just bound is the switch to turn on or off the 3D controller so don't forget you also have to press that to enable 3D controls too. Change the port1 to whatever port you want to also use this if you for example wanted two players, and change alt+shift+1 respectively with whatever controller port.