Action Replay Max Snes Games?

Hi I am just starting to get in on emulated games I hoped someone could help. I bought the Action Replay Max for my PS2 hoping I could play all types of emulators on it e.g. Snes Neo Geo Atari etc. The megadrive one works fine. But I tried burning the snes station cd-r but it won't work for me. Is it not possible to play other emulators on the ps2 with the action replay max and if so how else can you play emualtors on your ps2 without having to add a mod chip to it.

Thanks a million,
Gary.