From what you posted, I can give you a couple recomendations:
1) Try to use SCPH1001 or SCPH7502, since they're the recommended bioses for this emu.
2) Are you really using Pete's 1.41, or it's a typo? If you are, get the newest version
here.
3) Since you have a Geforce, why don't you use one of Pete's Accelerated Plugins (OpenGL or Direct3D)? You'd get a better performance and improved graphics.
For using savestates, you can press ESC and use the menus, or use the keyboard shortcuts. From the
ePSXe FAQ:
"Now ePSXe includes savestates support. F1 = save state, F2 = increase slot (max = 5), F3 = load state. The savestates are compressed and saved to the sstates directory, with an average size of 1.5Mb."
Hope this helps you!
[]s Badaro