1st is your psx chipped or do u have a game enhancer? you will need these to check if your game works.
2nd get a copy of nero from www.ahead.de
3rd goto www.aqik1.co.uk and click on nero setup & burning and follow those steps. make sure screensaver is anti virus is and ne thing else you might have running.
4th try it and let me know how you get on?

ps dont worry i burnt at least 15 coasters before i got it right