I know it's obvious but try pressing F4 and if that doesn't work make sure you've set the contoller to Analog/Ditgital and try pressing F5. I've played it before so I know the game does run on Epsxe. It also requires one of the special CD-ROM options enabled in the CD-ROM dialog boxes to work properly, it actually says Ape escape next to the option so it's easy to find