Self Extracting PSX Files - HELP!

I've downloaded two PSX games, Intelligent Qube and Vagrant Story. I ran the self extracting archive, and now I can't find the blooding ISO file!!! Where is it extracted to? WIIi

by default it extracts to where the exe is, I believe

My bad - the file didn't work first time :P now though, the file is calling itself a WinRAR archive, and refuse to run with ePSXe! Help! Again!

WinRAR associates with ISO files by default, so nothing odd there.You may have to download a virtual CD drive application (Elby CloneDrive is free and does the job), and set ePSXe to use that CD rom drive, then use the 'run CDROM' option.