SO not long ago I decided to relive my childhood and play some PS2 games. So I did set up the emulator(via LaunchBox). After the a few moments the game gave me a big shadow box( I think it supposed to be the texture shadows but not sure). It matches to the current colour of the level. Also it sticks to the top-left corner. After I change something in the emulator and it reloads the box disappears for a few seconds. Also it only happens in this game.
Here are some pics about it:
The 3rd one is right after a setting change.

http://imgur.com/a/SGjub