If it's the same as ePSXe, which I think it is, You save with F1 and load the state with F3. You can choose the state with F2. Save states are game specific, so you have however many slots Adri has per game.
one thing i have never understood is why, WHY when using engrish, people feel the need to use tons of random smileys everywhere that don't go with what they are typing at all? i wish i could see these people at their computers typing this stuff.