Which believe it or not is exactly as it should be!! If you read the documentation (you did read it, right?) then you know that it would be illegal for them to distribute epsxe with the bios files as they are illegal to have unless you have a psx with that bios. Now the recommended route is to use www.google.com
and search for a scph1001 bios. We can not send you a bios, so please don't ask. I also request that you read the forum rules as posted in the general discussion area. Reading the faq is also highly recommended.
Thank you for your support.