If you followed and downloaded only the links from that tutorial, and you see this
when you start Dingux, then you have a really old version, that's probably why PSX4All crashes.
Try downloading a newer version of Legacy Dingux or download OpenDingux
Then make sure you have the latest version of PSX4All (I think it's this
). Put the content of that .zip file somewhere in your sdcard and on GMenu2X press Select and then "Add link to ...". You'll have to search for one of the .dge files that you just put there. I think it has it's own menu, but if you need to add a selector place the cursor over the new Icon you created, press Select and then "Edit link". Then put "Selector browser" to "ON" and chose the directory of your psx games in the opcion "Selector Directory".