Ok, thanks for taking the time to check this out.
I downloaded the It Might Be Nes 1.2 beta and also something called PnesX Aloha. I have not tried either of them yet. Which one is suggested over the other and would someone take a little time to point me to the step by step instructions on how to burn and run this? As you can tell, I have never tried this before.
I do have a modded PSX and I have a GameShark, so I should be good to go (although my GameShark has a nasty scratch and doesn't work all the time.)

Thank you again. I really appreciate it so much!