i had the same problem when i tried to run it on epsxe, not on bleem though. You need to patch the game because it has some kind of protection on it. you can either make an iso and patch it or with pete's cdr plugin can apply the patch without having to make an iso.
Thanks for the help, it works now. Just one more question though, The background music works just fine, but you can't here their voices when their talking to each other. Is this a known problem or is there a solution to this?