ok. are all plugins & bios (bios is unique to each region, US is SCPH-7001. Europe is SCPH-7003. Put these into the bios directory in your epsxe folder. then go to
NGEmu where you can get the most up to date graphics, sound, cd-rom and controller (unsure about this last one - may not be needed) plugins. download these to the plugin directory. All of these downloads should be in .RAR format - simply use winRAR to extract these to the same locations. Then, open ePSXe and go to the config wizard and simply choose the plugins you want for each part, then configure your control scheme and you'r e good to go. Oh, and if you're trying to play a multidisc game, you may need an older version of ePSXe. that should be about it.