Thanks for the response. The site in question is:
<http://wescastro.com/codetwink/cheats.codetwink.com/psx/default.htm>

Sorry, but I am quite a newbie at this stuff, so I had no idea I had to change
settings which you described. 

I am using the Windows version with the GUI, no command line, and I am on XP.
(not sure if there is any other version)

I basically just used the default settings with the exception of the Mirroring
depth which I have set at 4.

I will try what you said and report back. It's going to take a while. It
doesn't seem to let me have more than 1 or 2 connections open at a time. bleh.