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Right, so I go to run the game, Shadow of the Colossus, box fresh, definitely no piracy and no illegality. It does the little ps2 fly downwards towards the boxes on the screen, etc... And then just goes to a black screen.

On the output window, in red text it has the following (not all together, with other text in blue or a blank space between them):

boot error>system.cnf was not found
rom1 not found
rom2 not found
erom not found

sooo... anyone got a fix?

Choose and configure your CDVD plugin properly after reading the guide.
http://forums.pcsx2.net/Thread-Official-...guide#Cdvd

great, finally got one to work. thanks.