i know.
you have to add these dummy files: BIG2.DAT, BIG.DAT, DUMMY.ZIP, PADDING
just copy all files from your AR Max CD to your HDD except these files i told above.
then unpack the dummy files from the rar archive and add them to your ARMax folder on HDD.
replace the \RES\CODELIST\US_CODELIST.BIN or EU_CODELIST.BIN with the new one that you downloaded at codejunkies.com.
when you have US Games only then replace the US_CODELIST.BIN.
you can also replace both.
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Tutorial: Hardware Antialiasing in PCSX2 (DX9 only)