Exiting the program and also cheats on the EPSXe

I have two questions:1. For some reason whenever I open my EPSXe and then shut off the program, the background noise doesn't go away and also the toolbar below my screen turns gray until I closet the program with task manager. It doesn't do that with my other emulators. Also, I could start another EPSXe screen and it'll be still playing. I'm using 1.6, btw.2. Could you input Action Replay and/or Gameshark codes somehow? I cannot find the feature.Thanks in advance. I cannot find the solution to those problems on the common problems topic.

1. AFAIK, you don't close the program by just clicking on the "X" but by properly Exiting it through the File Menu, I also think you need to somehow "Pause" the game first.2. Use the PEC Plugin.