It takes a while for the emulator to load. Once it’s done, press ‘Run’ and wait a while. Just wait it out or try an older (ex August 2011 32-bit) build. 32-bit builds work better

I hope you know that it’s really hard to get sound working… I haven’t. Plus it’s slow as hell on the average computer

http://buildbot.orphis.net/jpcsp/

You see this frame rate? It’s a terrible and sad frame rate. Unless you’ve got a damn fast computer you will not get a better frame rate.