I have mine working, most games full speed although audio is cracking.
The thing is that I also have the problem you have, some games will kick me back to the menus. The only thing I have found to fix it is to download the same rom from a different source/website. It works most of the time.
Also make sure you are using the right file type. According to the RetroPie wiki, Playstation 1 plays .img .7z files. Although most of the ones I use are 2 files, a .bin and a .cue.