the bios goes in /applications/psx4all/
also, the thing that hung me up, its case sensitive! the bios name must be in all lower case, like this:
scph1001.bin
i had uppercase and couldn't figure out why it wouldn't load...
also to everyone else i've learned a VERY usefull trick. if you've been having your saved games just boot you back to springboard when you try to load them, this will get them to work. open psx4all, and start a NEW game of whatever the ISO in question is. you don't even really have to let it load up all the way. just let it load for a second (sometimes i wait for the splash screen to come up so i know its working, but i don't really think you have to) then click menu and wait for it to close the game and ask you if you want to save, click no, and then load up your corresponding save state and it should work every time.
