In ePSXe - options tick use ppf patches, and if you're running it from CD, in cd Rom plugin tic read sub channel data.
If you're running from a cd image, make sure it was properly made, as what you're experiencing is anti piracy measure used in re 3.
I just had the exact same problem with ePSXe on Android v2.0.2.
I tried using some files (ppf, sbi) in the Patches folder but it didn't do anything. So I came here searching for help and found this Thread. And when I read Fox Sevent's comment to check BIOS settings - I did exactly that. So I switched Simulated BIOS from Enabled to Disabled and now it works fine!