Here are a list of choices:
1) Did you use any save state hacking/rom hacking/cheats? Some of these are liable to screw with your game.
2) What patch did you use to translate your rom (or did it come pre-translated? If so, do you know what translation it is?)
3) Where did you get your rom? You may have a faulty rom. That being the case, you can use your previous save state to play on your new rom, no starting over necessary! For a rom, you should try the EoFF frontsite (www.eyesonff.com).

I can't really think of any other possiblities.