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The game runs, but the text, menus, and backgrounds do not appear. The game also runs slowly. A simple google search doesn't show others with an unplayable emulation of persona 4, so it could be a simple or basic mistake on my part.

http://img155.imageshack.us/img155/6050/screensho.jpg
http://img155.imageshack.us/img155/7940/screenshotv.jpg

Cpu: AMD Athlon 64
Gpu: ATI Radeon xpress 200
OS: Ubuntu 8.10

Plugins
Graphics: ZeroGS Playground OpenGL 0.96.7
Sound: ZeroSPU2 Playground 0.4.6
Linuz Iso

Any help would be appreciated.

Well, for X300 videocard such issues are normal. But you don't tell us pcsx2 revision and driver version. Also there is important stuff -- ZeroGS console output.

Try using GSdx graphic plugin instead that ZeroGS. I got persona 4 working fine with this plugin and every game i try running with ZeroGS half the textures just disappear, so GSdx FTW! =P

He could not -- GSDX relay on evil proprietary DirectX.