Legend of Dragoon menu problem

So I was totaly estatic when I found The Legend of Dragoon on this site and downloaded it right away. I'm running ePSXe but I have one small problem. I can't get anywhere in the game because if I open up the menu I have no way to close it. I have the instruction manual and it indicates that circle is the menu close button but it doesn't matter what I set circle as the menu just will not close, therefore I am stuck after about 5 min of the game. Like to hear if anyone else is having/had this problem or any remidies that people have come up with. I'm only using a keyboard as my controller but I have had no problems with my set circle key in any other game.

Switch your graphic plugin to Pete's OpenGL2 Driver 2.9, and then set it to 'Nice'.
Enable the special game fixes for this game as well.

Thanks a bunch. The only problem I have now is random blue lines out lineing random stuff. It's not hindering my play at all so it's not a big deal but if ther's a fix it would be nice to know. Btw do you know why the changes you told me solve the problem, in case I have to help someone else out.