Have you specified your input settings? Assuming you have a gamepad/stick, be sure that you at least have the Dpad and the X (bottom-most) button enabled.
From the main ePSXe window, go to Config->Game Pad->Game Pad 1 to check your setup. Something like the following should suit you well:
PS> If you've already tried something like this, go to the Options menu and check to see if the SIO IRQ menu option has a check next to it. If so, select it again to remove the check.
From the main ePSXe window, go to Config->Game Pad->Game Pad 1 to check your setup. Something like the following should suit you well:
PS> If you've already tried something like this, go to the Options menu and check to see if the SIO IRQ menu option has a check next to it. If so, select it again to remove the check.