Which replacement dashboard are you using: XBMC-Emustation, UnleashX, XBMC4Xbox, XBMC4Gamers, Evoxdash?
Is this the Atari 5200 emulator that the downloader app installed:
Atarixlbox Version: v8b05, an Atari 800/5200/XL/XE Emulator port for the XBox by Madmab?
PCSXbox
I believe PCSXbox's ROMS (.cue and .bin files) go into the psxcds subfolder where the emulator is installed.
Make sure that the .cue file's entry to access the dot bin file actually matches the dot bin file's filename. Many of the old archives have incorrect names in these locations so the dot cue file's info that the emulator reads is not able to access the disc image data stored in the dot bin file.