Emulator Problem: Can't Run Roms

Downloaded Persona Revelations and the file came in two parts: bin.ecm and .cue
Cannot open either in ePSXE. Tried making .cue into an .iso, but when run, screen just goes black. Tried adding bin.ecm into the .iso, but am met with the line that the file is too big to save when I attempt to save it. Will someone please tell me what I'm supposed to do. Despite being a very simple problem, I cannot find an answer that will work anywhere. Please help, no matter how rudimentary it sounds.

Have you tried another rom?

I popped the disc for Tomb Raider in and it played, but no, no other ROMs.

* careful here, we are getting in to rom distributing talk *

you need to unecm that file...

you need to unecm the file.
download from: HERE
Or download from ulaoulao's link.It doesn't matter.Extract the zip then you should be able to find ecm.exe and unecm.exe.Drag your xxxx.bin.ecm to unecm.exe then wait for a minute or two.The program will then convert it to bin and you will be able to play.