THE site about emulators...
NGemu
(no illegal stuff there)
If you won't find an answer here, you should go there in search of answer, their boards are great!
Now...
Could you please list the plugins(hope it's not null), which version are you using, do you have a BIOS, are you trying to run games from CD-Rom, or from an ISO?
@Danny: Anyway Epsxe worked really great for me, my friend who wasn't able to play a game on his PSX due to a scratched CD, came to my place, I turned into an ISO, and voila it worked, not to meniton that the graphics are better than on PSX...
And ofcourse if you don't have enough money/don't want to buy the console...