ps1 game download

i have psx..n i want to play ps1 games without CD in psx..so i just Download game Yugioh in romulation..but i can't play it..
so..i already have 3 file in yugioh folder that i download..
1. File name is Yugioh
2. File name is Yugioh.ccd
3. File name is Yugioh.subwhat i do now??

You need to explain more...You have to get software to burn it onto a cd. The 3 files will change to various files if they have been burned properly.
Your Playstation must be mod-chipped in order to play it.