Wrong section, as for the answer you have to manually go to the sstates folder and delete the file itself.
Alternatively you can use a save state mangaer, like this one here.
http://lgt.createaforum.com/tools-30/epsxesstatemanager-a-manager-for-epsxe-saves-states/
Alternatively you can use a save state mangaer, like this one here.
http://lgt.createaforum.com/tools-30/epsxesstatemanager-a-manager-for-epsxe-saves-states/