That is a very large question that you're asking without giving us some more information. The information that I am referring to is your system spces, what emulator are you using, and what plugins have you tried. Once the other members and I know this we will be in a position to help you better. Just saying that your games don't run is to vague. Here is an example of what I mean, my system specs are an Athlon T-Bird 1.2ghz, GEForce 2 GTS video card, Sound Blaster Live Value sound card, 266 FSB, 128 megs of Corsair PC 133 memory, DX 8.0a, and Win 98 SE. I'm using ePSXe to play my games and I use Pete's OGL GPU vers 1.51, Pete's DSound SPU vers. 1.10, Pete's CD Rom plugin verr 1.5, and the 7502 bios.
Also, What games are you trying to run? There are a few games that do not work w/ePSXe yet. Give us your information and I'm sure you should be able to be up amd playing in no time.