Try dowloading ePSXe w/all plugins included from www.psxemu.com There is a package that includes all the latest plugins, that is the one you want. After unzipping, make sure that all the plugins are in your plugins folder. Also make sure that you have a bios (at least one) to run ePSXe and put it in your bios folder. I can not tell you where, exactally, to go to find the bios, but if you go to www.google.com and do a search for PSX Bios, you will find lots links to sites that have them.
Lastly, be sure to read all the Docs that come w/ePSXe and check out the FAQs at PSXEmu.com Between the two of those, you should find out everything you need to know to get up and running in no time. Best of luck.