lets see, you can type it in a dos box
or Start, Run
or add it in your shortcut (so you dont have to type it everytime)
or in a batch file (ok i'm from that time, bear with the old guy would ya)
and so on...
right-click a shortcut and in the box that say 'Target' at the end of 'C:\ePSXe\Epsxe.exe' type *space*-xxx (don't put space, just put a space) and where xxx is put what prompt you want to use. You can put multiple promts as well.