I had this problem and I thought by using SSSPSX would solve it, but its problem is it can't even play certain games.
Save the State of the game your playing before you save and switch disc.
Play the disc your going to switch to and then switch to the disc before it and then switch back to the disc after that.
Meaning Save Disc 1 in-game and/or after State, then Play Disc 2, switch to Disc 1, Load Save in-game and/or State in Disc 1 or Load in-game in Disc 1 and then Switch to Disc 2.
I don't really remember how I did this cause I've done this once with ePSXe and when I was playing Legend of Dragoon & Final Fantasy 8 with SSSPSX I discovered that all you had to do was open all the Disc with SSSPSX, and when I got to Disc Switching, Press "Esc" > Check the Box of the Disc your switching to and Continue instead of Run.
Cause SSSPSX isn't like Project64 which loads all the games in the Folder you have to do that manually before getting to the Disc Switching or Save State when you get to that point, load the 2nd Disc, play 1st Disc, Load State and switch. Also its been 2 years since I did that also, but I discover that after playing Chrono Cross...I thought I needed a CD...
I did this with Parasite Eve 2, first time getting that far in the game and I really wanted to finish the Game, anyways I hope this helps.