Ok, I had the same issue, and just a note: it's illegal to download/use the PS BIOS file without actually owning a Playstation (I know you have one, just a warning to anybody else who reads this). It can be downloaded at
http://www.fantasyanime.com/emuhelp/emuhelp_epsxe.htm
Once you get that, make sure to get a video plug-in, as well as an audio plug-in. Both can be found at
http://www.zophar.net/
Again, it's illegal to download/use these if you don't own a playstation, but if you do, I suggest downloading epsxe (too lazy to post a link, and you can't tell me you're too lazy to go to google and type in "epsxe", laziness that potent can only be described as 'lethal'). It's a fantastic emulator. It's a little tricky to set up, but any psx emulator will be.