Hmm..that's pretty weird. Can you go to your pcsx2 folder and open the logs folder? Open emulog.txt and post what's written in it.
here it is
PCSX2 beta - compiled on Aug 27 2009
Savestate version: 8b410001
x86Init:
CPU vendor name = GenuineIntel
FamilyID = 6
x86Family = Intel(R) Core(TM)2 Duo CPU E8400 @ 3.00GHz
CPU speed = 3.000 Ghz
Cores = 2 physical [2 logical]
x86PType = Standard OEM
x86Flags = bfebfbff 0008e3fd
x86EFlags = 20100000
Features:
Detected MMX
Detected SSE
Detected SSE2
Detected SSE3
Detected SSSE3
Detected SSE4.1
Not Detected SSE4.2
Hotkeys:
F1 - save state
(Shift +) F2 - cycle states
F3 - load state
Resetting...
Ready
Bios Version 1.0
Bios Warning > rom2 not found.
Bios Warning > erom not found.
Framelimiter rate updated (UpdateVSyncRate): 59.94 fps
MTGS > Thread Started, Opening GS Plugin...
MTGS > GSopen Finished, return code: 0x0
* CDVD Disk Open: DVD, Single layer or unknown:
* * Track 1: Data (Mode 1) (2171424 sectors)
loadElfCRC: cdrom0:\SLPS_257.84;1
loadElfFile: cdrom0:\SLPS_257.84;1; CRC = B1B6E33D
Issuing EE/iR5900-32 Recompiler Reset [mem/structure cleanup]
* PCSX2 *: ExecuteBios
# Initialize memory (rev:3.17, ctm:393Mhz, cpuclk:295Mhz )
# Total accessable memory size: 32 MB (B:2:8:0)
# TLB spad=0 kernel=1:12 default=13:30 extended=31:38
# Initialize Start.
# Initialize GS ...
# Initialize INTC ...
# Initialize TIMER ...
# Initialize DMAC ...
# Initialize VU1 ...
# Initialize VIF1 ...
# Initialize GIF ...
# Initialize VU0 ...
# Initialize VIF0 ...
# Initialize IPU ...
# Initialize FPU ...
# Initialize User Memory ...
# Initialize Scratch Pad ...
# Initialize Done.
EE DECI2 Manager version 0.06 Dec 10 1999 17:48:37
CPUID=2e20, BoardID=0, ROMGEN=2000-0117, 32M
# Loader 'rom0:OSDSYS'

c=00200008
Issuing EE/iR5900-32 Recompiler Reset [mem/structure cleanup]
* PCSX2 *: ExecuteBios Complete
loadElfFile: cdrom0:\SLPS_257.84;1
loadElfFile: 2744880
loadElfFile: cdrom0:\SLPS_257.84;1; CRC = B1B6E33D
Frame Limit Mode Changed: Limit
Frame Limit Mode Changed: None/Normal