You can use an Action Replay type thing to get the BIOS from your playstation, or alternatively you could just search for SCPH7502 or SCPH1001 using your favourite search engine (eg. www.google.com) and download one. It is against the rules to post direct links to playstation BIOSes but you are bound to find one on the web.
Excerpt from the ePSXe unnoficial FAQ:
"Q: How do I dump a PlayStation BIOS?
A: To dump a PlayStation BIOS, you need a GameShark or Action replay and a PC comms link. To start, you need either a real Caetla module or go to altavista and search for "Caetla" (it's a BIOS replacement for your module, so properly read the included documentation before installing it!!). Now upload "Caetla", and use use the caetla commands for downloading a binary memory image from the region 0x0bfc00000 - 0x0bfc7ffff! Now save the image as SCPHxxxx.bin, where xxxx is your PSX's model number, and ePSXe will recognise it and use it from now on."