epsxecutor help

It should... Just make sure you're not doing anything stupid like typing the wrong path for the file and not forgetting to enclose the path if its name has spaces, like this:
-loadbin "C:\Program Files\FF9.bin" <--- actually you can copy/paste this and make the propper changes

why don't you just choose 'play iso ' from the menu

Hmmm...If you are using EPSXecutor...and usung the command line....Check the small box next to the command line under options..It will open the EPSXE GUI...then select "RUN BIN" from the pulldown menu.