I'd try a game that have rumble function for sure as I'm sure you did, (Tekken 3, FFVIII-IX, Fromt Mission 3, GT1-2, Ridge Racer 4, etc), and enable the Force Feedback in the game too. Also you need to select the Analog/Digital mode on ePSXe Gamepad config menu. Press F5 while playing to enable/disable it.