I'm not sure if this is just for emulating on the PSP, but if you have the PAL version you'll need to rip it and patch it (due to it having copyright protection that's different to other versions).
Originally Posted by Baloki
FF8 requires a special setting to be active on ePSXe, hell if I can remember where though.
Both of these are true.
If it is the NTSC version, you have to check the FF8 fix box in the special options for your graphics plug in.