Dammit library closes in a few minutes and my San Andreas is almost done downloading.
IT'S A RACE AGAINST THE CLOCK!!!!
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.
Same shit, really.