So trying to start up the emulator. Im at the point where you start it and mess with your memory cards.

"* Step 8: Setting Up Memory Cards
------------------------------------------
1) Run PCSX2.exe and goto Config/Memcards
2) Make sure that Memory Card 1 is set to the file Mcd001.ps2 and Memory Card 2 is set to file Mcd002.ps2 are set (this is done by default, so you don't have to do anything)

*We now need to format the Memory Cards, just like with the real PS2!*

3) Go back to the plugins config menu and set your CD Plugin to "CDVDnull Driver 0.6.0" (you don't need to configure anything)
4) Now goto File/ Run CD/DVD"

Step four is where it is failing for me. Two images:

http://img200.imageshack.us/img200/6613/hhhrei.jpg

http://img22.imageshack.us/img22/2206/85274923.jpg

Now after some digging around I saw that my system fill did not have an extension on it, even after showing extensions from the folder options. It was merely labeled "system". I tried to give it an extension to no avail.

http://img294.imageshack.us/i/asasj.jpg/

As for where it stops every time, I start up the program following your instructions precisely and it starts up as if I am playing the playstation and stops before I get to any choice.

My system BIOS:

NVIDIA GeForce 8800 GTS 640MB
Windows XP
2GB RAM
Intel Core 2 Quad CPU Q6600 @ 2.40 GHz ( 4 CPUs).

If there is any additional information I should provide just ask. Thanks.

Weird i never had to format my memory cards it just worked fine

update your directx to march 2009 version.

Uh you've done something very wrong.
1)Check if you have the latest directx (run the dx web updater google it)
2)Copying all the files from a dvd game to your disc will only give you a bunch of pretty much useless files. To make a proper image of a dvd disc,you need to use a program like imgburn or alcohol to do the work properly
3)Try using run->execute. If you still get the crash,set gsdx to software renderer and try again