I had the same problem
However, depending on what game you get, I suggest downloading delta2 from this site underneath epsxe downloads. Go to ps games, once its installed, and find your game, if it is there, then put in all the settings. I recommend the "Detect best" feature, and and just follow through by setting all the information in. Once thats done, I can't really speak for you, however the game I used required a PPF, so I told it to use this ppf and it worked. Fill in the rest of the settings and press "Run Game" at the bottom left corner of the program screen, and depending on what plugin you use for video, it might be full screen, so give it a second and the game should run ^^ Hopefully it will work for you too