I'm experienced with emulators to some degree, so I know kinda what I'm doing for the most part. To make a short story shorter I've been trying to install Jingle Cats for the PS1 using this link here and have been trying to use ePSXe and pSX with no luck. Each time that I try to start it gives me this message here Click image for larger version. 

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ID:	50497. I'd also like to note that the only type of file that it allows me to add in to the emulators is a VLC file which I'm not familiar with. Click image for larger version. 

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ID:	50498 My computer is a windows 10.

If anyone would be kind enough to help me I would really appreciate it. I don't have the best knowledge of emulators and I hope I provided enough information.