Try to find a package on Emuparadise downloads page that says something like Starter Pack or ePSXe+Plugins+BIOS. These will save you a ton of work. If you find a different version you should rename the one you have to include 1.9.0, then you will be able to use either version.
Extract that into your ePSXe folder, then right click and launch ePSXe.exe as Administrator. You should get an option to run the ePSXe Config Wizard, read the messages and choose your BIOS and plugins, set up your controller or KB, and it should be done.
If you get error messages saying you are missing wnaspi32.dll or other .dll, find them with Google, Antivirus scan them, then extract into your ePSXe folder.
