Now I have my copy of RPGM1,
only one problem,
no Dex Drive.

Now I am trying to figure out how to load saves into ePSXe,
it's not going to well since most games require more than 2 memory cards,
How should I go about doing this?

and thanx in advance =P

If a game requires more than 2 memory cards, you can generally get away with loading the excess sprites onto the memory card with less space. People usually don't use all of it.

Or if there's no password on the game, you can go into edit, and load the system data (having sys and sprite cards in slot 1 and 2), then after, pull out the sprite card and stick in the scenario card. Then you can go to Test Play and play the game with everything intact.

Additionally, I've heard some rumors about using 3 at once, without using my tricks, but I haven't done it personally.

Welcome to the site, btw.