That game sounds like a bad cop drama movie from what you've told me so far gobby.
Only seems that way from what iv told ya, its totally nothing like one of them bad cop movies
THE BEST METHOD to run PSX games (and everything else for that matter) is via Retroarch - http://buildbot.libretro.com/nightly/
If you have any questions on how to set it up on Windows please feel free to ask, its very easy.