Go here:
matrixz CDAZ library search
Enter "Xenogears" (without the quotes) on the search field and hit the [Search] button (it's next to dropdown menu with OR selected)
It will return 1 result, so you just download the Xenogears CDAZ from there.
Extract the file (if you don't have LZH exractor, you can use
www.WinAce.com) and there will be two analyze files with numbers on its names.
Move those two files to your PSXMC\Analyze directory.
Run PsxMC, insert a Xenogears PSX-CD and click on analyze. The app will then ask you whether to use the CDAZ file or not. Select yes to use it.
Tada!