cant open game on ps2 emulator

i have the correct emulator, but when I download the game and extract it through 7zip, it cant find the file when launching. For whatever reason, the file is downloaded into a Eternent Explore file with the emblem next to it. I feel like im downloading it incorrectly or something. When i try to launch it, it goes black like it wants to start up, then i get a file not found message. Please help