Hiya,
Yeah, you're better off either doing one of the following:
Modding your PSX or otherwise enabling it to play imports, then download (...ya gotta find'em, too) imports of DDR Mixes... you could probably get 3rd - 5th without too much trouble... actually, that's a lie. I think PSX games are probably really hard to find online these days.
Getting a PS2, then DDR Max 1 and 2... and Extreme. LOTS of songs on Extreme.
If you take the PSX modding route, I highly recommend 4th Mix.
OH! Last, and probably BEST option! If you've got a decent size monitor (or manage to get S-Video from your computer to your TV), you can download Dance With Intensity (DWI) or Stepmania for your PC, then download just about every DDR song there ever was... for free. People also make steps to other songs that they like, so you can even play those. Usually, you're stuck playing with the keyboard, but you can get a PSX to PC adapter for less than $20 and hook up your pads to your PC. Might not be a bad deal... of course, getting all of the songs (while free) can take a while... but if you find someone who has them already, that person might be able to send them to you, organized and everything.
(I believe I've got'em somewhere... worst comes to worst, I could burn them on CDs and mail'em to you or something)
I've got a friend that uses this method, and it seems to work great for him. I guess just let me know, and I could give you his contact info.
~Kap