A lot of the new psx games out now are protected with an anti mod protection, if you want to by pass this you will need to burn it with a program called Clone Cd, which will get past the protection, or you can use a program called cdrwin, which makes an image file that can be patched with a patch for that game which will get past the mod protection.
ok here is a tutorial for patching psx games
1. Open Cdrwin
2. Click on disk extraction
3. Select cue sheet and leave the settings as default
4. Make an image file name for example psxggame (their will be 2 files psxgame.bin and psxgame.cue)
5. Read the image at 1x
6. When its done reading go to Megagames and search the correct game patch for your game and for your version (e.g. like ntsc/us pal/uk) and download the appropriate patch
7. Download the PPF O MATIC patcher from Megagames and apply the patch (easy to follow if you know a bit about computers and stuff)
8. Burn the cue file that you patched back to a cd and it should boot up properly (except their will be a patch logo)
9. GAME ON!