Changing discs on PSOne games

Sorry if this has been asked a hundred times already. I tried searching for topics, but didn't find anything.
Anyway, I was wondering hos to accomplish a disc change when playing a PSOne game on the PSP. I would assume that playing a game that allows you to save between discs would be no problem. But what about games that don't feature this option? Games like Chrono Cross or Metal Gear Solid. Is there a way to perform a disc change in some way?

Use cwcheat. It implements a savestate at the end of one disc.

That sounds great. How do I do that? Is there a guide somewhere for using the program?