I'm having trouble with Danger Girl too.
When the game starts, I can't see 'Abbey' all I see is a ghost carrying a gun! I can see the movies just fine.
I've tried Pete's D3D, GL, and Peops gpu drivers.
Anyone knows of a good solution?
Running ePSXe 1.5.2
P3 450, 384MB RAM, 32MB GeForce 2