You just don't have a clue, the only dodgy thing about the image is the user failing to use it correctly
Not converted the image to a single bin+cue
Opening the cue file that goes with lots of bin files
Not opening disc image via the cue file in ePSXe or
Not using the default sound plugin with ePSXe to enable CDDA tracks
any of the above will = fail, though at a wild guess it's the first two that are the same issue
http://www.epforums.org/showthread.php?57757 ECM + APE convert guide includes the cue sheet
http://www.epforums.org/showthread.php?t=40611 Convert the above out to a single bin+cue
EDIT I have even just tested it and yes it works perfectly fine