After installing epsxe-1.6.0-r3 and executing it, i have in my console /usr/games/bin/epsxe: line 8: cleanlinks: command not found (it's not a critical error) I installed x11-misc/imake (cleanlinks package) and resolved the problem.
*** Bug 145981 has been marked as a duplicate of this bug. ***
Fixed in CVS. Thanks for the bug report.