Need help on running the PCSX2

Hi
When running the PCSX2 0.9.2 (File > Run CD/DVD) it appears UNABLE TO LOAD BIOS: ‘BIOS\’, PCSX2 CAN’T RUN WITHOUT THAT error message
Can anyone please help me how to RUN this program
Thanks in advance

you need to extract the ps2 BIOS from your console onto your computer.

That's the only legal way to have the BIOS files on your computer. Here is a walkthrough on how to do that: http://forums.ngemu.com/pcsx2-official-forum/65034-dumping-your-ps2-bios.html