This does sound rare but I played the game and saved it in a memory card file but I forgot how I exited epsxe. Is it true that if you don't exit epsxe properly, you lose the savegame??? So this is what happened:
opened epsxe and load FF9.
load game, after a while
I switched back and forth between epsxe and windows to read walkthrough. (This seems error free so far)
play game and saved.
I exited but I forgot which window I closed first.....
I did save but maybe some crash bug or existed the wrong way??