Have you followed the
Guide? Be sure and check the stickies, especially those labeled
"Read First!".
You are using the latest beta, right? (in the stickies)
Honestly, I'd suggest you
always rip your PS2 discs on to your PC in ISO format (Use
Imgburn). My first experience with PCSX2 was directly off the disc, and I never did it again. It can causes lag or slowdown, since reading from the disc is slower.
If you're gonna make the un-wise decision to stick with running off the discs, then you must make sure your chosen CDVD plugin is directed to the appropriate drive letter that your game is in. Otherwise, open the "CDVD" menu (PCSX2's main window) and put the marker next to "ISO" (not "Plugin" or "No disc"). Then, select your ISO by selecting "Browse" in the ISO selector section (of the CDVD menu).
If the game is compatible, you should be able to start it by selecting "Boot CDVD" under "System".
If this gets you nowhere, you could consider posting some screen shots of your plugins. Also, it wouldn't hurt to mention some game names.