Some people upload playstation games in .pbp format and
its not work with epsxe emulator.
but there is a work around :) here is the process.
you need two software:
1. psx2psp
2. ultraISO
feed .pbp file to psx2psp to make .img file
then feed .img file to ultraISO to make .iso file
now you can run your playstation game in epsxe.