File Extension Problem

Hello, I downloaded the game Devil's Deception for PSX which I was going to play
in ePSXe and when I unrared it, I got these 3 files:

Devil's Deception - Invitation to Darkness - SLES-00848.cue (555 byte)
Devil's Deception - Invitation to Darkness - SLES-00848.bin.mode (887 kB)
Devil's Deception - Invitation to Darkness - SLES-00848.bin.data (403 MB)

I fired up ePSXe and tried running the .cue file.. nothing..
I tried changing the .data file to just a .bin and running it again.. nothing..
Tried to mount it in Alcohol 120%, which rejects it saying (roughly translated from swedish) :

"INDEX time is after the end of the file."

I've done quite a few searches and I can't find anything helpful :(
Maybe it just doesn't work in ePSXe, I don't know.

Anyway, I would be very grateful for any help :)

Doesn't look like its unrared properly either that or the original Download or file was broken. When you unrar you should be left with just a cue and bin file.

I've been messing around with it like a maniac, but I'm not getting anywhere. I should just find another download :P
Thanks anyway, FatTrucker :)

there is a program called COSI compression.
it was developed by RVeach
The program compresses only bin files to .mode file extension to the end.because of the .mode extension it's easier to compress and more effective.
Example:
soulblade.bin
before COSI compression:
540 MB
after COSI compression:
436 MB
COSI compressed file after winrar
compression
239 MB with 49% compression ratio
HERE Is a link to COSI program
http://rveach.romhack.org/COSI/COSI12.rar