I've got the same problem, when you select the difficulty lv it just goes to a black screen... it doesn't matter if you use just the emulator by itself, NGZoom, or NO$Zoomer with or without the extras, it just goes to a black screen. Even if you select mission mode it will "run" UNTIL you get to actually play.
And the patch that is running around, its an antipiracy patch and apparently by my testing it only works on flash cards [r4, acekard, etc].
So guess we'll just have to wait for someone to release a patch for an actual pc emulator... all the best...