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Just to clarify, using the SSE2 version of GSdx does not cause these errors. Higher versions of SSE just offer more optimizations.

can you take screenshots of all your settings (similar to how my link was) so i can see if i can duplicate it or help find a fix for you? i just find screenshots easier than having the settings all out in text lol

oh and on the off chance, try using the emulators iso loader, not the plugin. Go CDVD -> ISO, then CDVD -> ISO Selector -> Browse.. and then find your ISO file, see if that makes any difference.