ePSXe 2.0.5 does not run

When I attempt to start ePSXe 2.0.5, the program doesn't load up or give an error message. Nothing happens. When I load up the task manager I can see the process there momentarily when I double click ePSXe, but then it goes away.

My system info: Gateway DX4200-09
Windows XP Pro with service pack 3, 32 bit Operating System
AMD Phenom(tm) 9150e Quad-Core Processor 1.8 GHz
3.12 GB RAM
NVIDIA GEFORCE 210
Realtek High Definition Audio


Please Help.