I really dont remeber if FMSX accept DSK, BUT....
Edit this file:
Find the MSX System
Change this line (from memory, don't remember if has only .rom):
<extension>.rom .ROM </extension>
<extension>.rom .ROM .dsk .DSK</extension>
And try... if not work, just revert this change.
OR... you can use a utility called "dsk2rom" what (surprise) convert DSK to ROM 😉
(sorry for the poor english)