Most likely it does work and you just can't get it to work. I suggest you check the common issues section in technical help as well as do a search before you report a game as not working.
the game i was trying to run was Tomb Raider for PSx. i tried it on multiple settings and couldn't get past the "Play Game" Menu so as a last resort i figured i would try running it as a disc so i used MagicDisc to create a virtual drive and now it works great.
I'm glad it now works. If you come across a game that really dosen't work, and nothing you do seems to help, well, errors can happen. Try the "Technical help" section.