If there was a game where you couldn't save just before the disc change, there would be no way to progress. There doesn't seem to be a way to change discs without quitting though. Someone in this forum suggested the Daemon tools method.
So I always mount games through Daemon tools and they work perfect everytime. Yeah you can play the disc thru ePSXe (I used to run WELeague that way), but when I tried to play Gradius Gaiden it wouldn't work. Btw you don't have to use daemon tools, ePSXe can play cd images by itself. When a game asks to insert a new disc just press escape, go to file>change disc and select the image there. Actually, ePSXe has support for disc changing.
