you're missing ASPI layer, give a try to
forceASPI. If you're using win 2k/Xp you can switch to SPTI (IOCTL).
Anyway, to use an *original* FF9 PAL CD on ePSXe, you'll need the
specific patches. Get only the files for your region (PAL UK). Then unzip the patches (.ppf) to ePSXe "patches" folder, then rename each one acording its respective CDs: In FF9 CD number 1 main folder there is a file named "SLES_029.69". Rename the .pff exactlly as that file, the same for the other CDs, but note the SLES_#.29.69 will have "1", "2", and "3" instead "#".
Don't forget to and leave them on the "patches" folder. Should load OK then