If you're using ePSXe 1.6.0 add "-noauto" to the command line. (you can do this by creating a shortcut to ePSXe. right-click the shortcut and add -noauto to the end of the target line). You can also try using ePSXe 1.5.2 where the -noauto fix is unnecessary.
It's a common problem with both Chrono Cross and FF9 so it may work.