I figured it out!!
Make a folder in /dev_hdd0/ called "PSXGAMES". Inside that, make a folder with the exact name of the game's .bin file. Place the .bin and .cue files (which I found at coolrom.com. They come with in a package from the game download you choose) inside the folder. For example, I have a .bin and .cue for Crash Bash, so I named the folder as such: /dev_hdd0/PSXGAMES/Crash Bash/ <-- and inserted the files there. Then go to /dev_flash/ps1emu/ and copy the ps1_emu.self file into the /PSXGAMES/Crash Bash (or whatever you have)/ folder. It just appeared on the multiMan retro section while I was transfering files on FileZilla. I am unsure if this is the only way it will work, but it worked for me, so I ain't screwing with it. To the guy who asked about ps2 games, a similar method may be able to be used. Try making a /dev_hdd0/PS2GAMES/(Whatever game)/ <--- and copy the ps2_emu.self in there. Hope it works for you!