Error trying to run a game with PCSX2

[nzcalvin]

First time using a emulator. So very new ground for me.
So downloaded PCSX2 1.4.0, downloaded Bios so works.
But I must be doing something wrong cause when I download the game and extract it goes well. But when I try and play the game with the emulator I just get (File not found. Path: IsoFileSystem)

Can Some please help.