The latest version of PSX is 1.13, I'm presuming you mean you're using ePSXe 1.52, in which case I would recommend updating to the latest version 1.7.
You don't mention the game you're talking about, since you mention Purple menu's I'm presuming you're talking about a Final Fantasy game where the menu's are meant to be blue.
Try using a different graphics plugin like Petes D3D or Peops, if you're still having the same issues check your graphic card settings to make sure the colour balance is set correctly.