If you have used a code device (eg. Action Replay) to play as Jack Krauser (etc) in the main game, it is vital that you skip all radio cut-scenes. If you do not do so, the game will crash. Albert Wesker seems to be able to handle most of those cut-scenes, but not the one in Pueblo (after fighting the villagers there).

It might be an idea to actually go through the game with Leon again, taking note of where all of the radio cut-scenes are...