Are there any other games that don't let you save before a disc change? I'm thinking about fitting a switch for the drive door sensor, but it's not worth it for just one game. Then it's easier to just temporarily remove the bread clip I have on the sensor now
I've been playing through this game recently and it's my first import game playing with the Action Replay on a US Saturn. When it became time to switch disks I had the same issue when I left the system on and just opened the cd drive to switch disks. I then turned the Saturn off and back on. When I did, I simply selected "start application" in the settings menu and it started the game from where I left off. Try turning the console off after you complete disk one and you're prompted, then replace the disk and turn it back on, then select "start application." I hope this works, it did for me.