Change disk problem.

Hi all. I'm having a problem with Monster Rancher 2. When I go to Shrine and choose Disk Stone to create a new monster it asks me to insert the disk and press X. I've never had a problem doing this with ePSXe as I've played Final Fantasy VII and VIII and have always been able to change the disk/iso. But when I do this with MR2 it always says "You have inserted the MR2 disk would you like to continue" when clearly I've changed the disk/iso. Is this a bug with ePSXe and this game or am I doing something wrong? I've tried using some of my psx disks and i've also tried using 3 iso's. Is there something else I can try?

Thanks!