Hello, I'm new around here

I need some help, I've been trying to run Megaman X Command Mission on Dolphin v. 1.03 BETA and I am getting a black screen, I installed some .dll files that it was asking for and still looks black, what should I do? or which emulator can make this game run? I have it as .gcm file, also on .mdf (for PS2) and I tried to run this one too on PCSX2 (I know this is the wrong place to talk about PS2) and my laptop overheats while running it and crashes without getting into the main menu. Can someone help me please? I'm desperated, Thanks!