psx4m and\or pcsx can be incompatible with some games at all, different game version(translation or video\audio cutting), or with image format (ie ISO should contain 2352 sector, but a lot of apps will create ISO with other numbers of sectors so you should try
1) another game to make sure that you copy of psx4m is working (i promise it's 100% working)
2) another bios
3) another game version
4) another settings for game