I gotta say,to me it seems,like you're missing a PS2 BIOS,WHICH IS,ILLEGAL EXCEPT IF IT IS BACKUPED FROM YOUR OWN PS2...But,google the problem a bit,I'm sure you'll find the answer to that...
For the memcards and the cddvd..
For memcards
Run emulator -> Config -> Memcards and enable the first and the second memcard....If that is done and still doesn't work,download pcsx2 0.9.6 and it should be ok..
For CDDVD
You need a plugin,and it comes with pcsx2 0.9.6 and you don't have to worry...
If you need to,google the cddvd - iso plugins,those are .DLL (Dynamic Link Libraries) files,and you should copy them to the PCSX2->Plugins folder...
I forgot - Bios goes to PCSX2->Bios folder (By the rules and laws,you can only use your own dumped bios version,dumped from your ps2,but google it..
Hope I helped..