Well, assuming you're using the copy of Sonic CD off of this website (same one I'm using & know for a fact works), the only explanation I have is that it was somehow corrupted during the download. You could try redownloading it, or even redownloading Kega Fusion.
I could also note I'm using, more specifically, Fusion V3.64, on the off chance you happen to be using a different version, doubtful as that is.
"I think that the problem with this video is it is highly derivative of many popular bands within the genre. Although when viewed on its own merits, it does have a deeper groove. However what it has in groove, it lacks in originality. One can't help but be reminded of such bands as Pearl Jam, White Zombie, Suicidal Tendencies and other bands that bear the mantle of so called "Alternative Rock". One is even reminded of Lorie Anderson when she wore curlers. Hehehmhm! This video speaks less to the heart and more to the sphincter. In closing, I think Korn would do well to learn more from -"