Cheat Engine & pSX v1.13

Launch pSX with a BIOS and no disc.

Open the process psxfin.exe with Cheat Engine.

Hold the L2 Button and use Cheat Engine to do a 2 Bytes type scan for the value of 1.

You will have many results. Now hold the R2 Button and make a second scan for the value of 2.
You will have very few results. The 2 addresses needed will always end with a 0 and a C.

Double-click a line to add it to the list, or highlight both lines and click the red arrow.
Copy the CE addresses and paste them into the two yellow boxes in the spreadsheet above.
Click the button that says 'Click to edit' so you can paste into it...

Now the 2 green boxes will tell you the exact location of the 2MB of the PlayStation's RAM.
Click New Scan and now you can scan the exact region while making codes.
The first Memory Scan Options box is the RAM start, and the 2nd is the RAM end.

After filling in the CE BIOS 1 address in the spreadsheet above it can convert any Cheat Engine address to GameShark format for you, minus the code type (3,8 D etc.).

Note in the image that Open Office can format a cell to always start with a 3, since it's my most used, but the online spreadsheet above wouldn't do that...

Now, here's how to save a 2MB memory dump of the emulated PSX using Cheat Engine.
Click the Memory view button on Cheat Engine then choose File->Save memory region...

Simply fill the From box the the RAM Start address, and the To becomes RAM End address.