Do you mean PCSX2?
If you are using PCSX2, it is a PS2 emulator. DF:UW is a PSX (PS1) title and PCSX2 is not designed for PSX. Some titles do work but mainly on beta builds and the emulation is not great.
If you use emulators a lot use RetroArch, if not use PCSX Reloaded or ePSXe.
Running in RetroArch:
https://youtu.be/xsr9Bb5iX5w