I had some trouble with my multitap at first, but I've had it working for some time now.
If you have already verified that your model multitap and your model PlayStation will talk to each other then you're ready to follow the steps below (modified from an eHow article). If you haven't verified this, or aren't sure how, open a new question with the model number of your Playstation and information about the multitap you have, preferably with picture.
Find a game that will support three or more players.
Turn off your PlayStation.
Place the game in the CD tray.
Plug the multitap into the first player slot of your PlayStation.
If needed, plug the controller or a 2nd multitap into the second player slot of the PlayStation.
Plug up to four controllers into the multitap.
Turn on your PlayStation.
Set up the game with the controller in the first player slot.