Ok, here is what I had to do. Before you run ePSXe w/Castlevania in, set detect country to PAL (this is forcing ePSXe to detect it as a PAL CD, even if it isn't). Run ePSXe and it should get past the mem card screen. Then the next time you run it, you can leave it on autodetect and it should work. This is what I did and it now works fine for me. Please post again and let me know if it works for you.
sincerely,
sx/amiga