Check the 7th hack in the ZeroGS config window, it says: FFX Hack. The hack fixes the missing geometry in the game.
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|| Intel Core 2 Duo E8200 @ 3.6GHz || ||2GB DDR2 RAM || Nvidia XFX 9600GT 512mb ||
HDD 2x250GB 7200rpm SATA || Mobo - Asus P5Q-Deluxe || OCZ Game X Stream 700W
|| Window XP Pro. (SP3) ||