... I don't get it to use save state

well your savestates are determined by the serial number of the game you're playing, you know "SCUS-etc." and each of those serial numbers has a number 0-4 attached to it. so that means you have 5 states to save on for each disc/game. as fivefeet8 said you press f2 to increment or increase the slot your using, so you;re at slot one and you press f2 then your at slot 2, but to get the game to actually load that particular state you press f3. that way you can cycle through, and just remember which number you saved what to.

There is also a slighty tricky manuever you can pull on multi-disc games that may not be necessary but is still kinda interesting. For example in FF9 i couldn't save correctly ast the end of disc 1, the save was corrupt for some reason, so i had to just play through, but then once you switch discs, Epsxe doesn't recognize the 2nd CD for the save states since the actual save state file has the serial number for the first disc on it. so i just looked up the numbers for disc 2 and changed those numbers on the save state and then it would load the savestate correctly. hope that somewhere inside this thing you find something useful, good luck.