Unhandled Exception?

I downloaded Grind Session for Playstation and when I try to run it in psxfin it gives me an error message saying "Unhandled Exception. Save a Crash Dump?" When I click No psxfin shuts down, and if I click Yes, it freezes.I'm relatively new to this stuff, but all my other games have been working fine, and I have around 10+. Anyone know how to fix this?

use a different emulator, an unhandled exception is a bug in the program that the programmer does not write code to deal with nicely.

Ah, thanks for the help. Very appreciated.