Open notepad, create a file with the cue sheets of the discs of your game
Example:
Final Fantasy IX (USA) (Disc 1) (v1.1).cue
Final Fantasy IX (USA) (Disc 2) (v1.1).cue
Final Fantasy IX (USA) (Disc 3) (v1.1).cue
Final Fantasy IX (USA) (Disc 4) (v1.1).cue
Save as final fantasy ix.m3u and load that instead of the cue sheet, it’s explained clearly on the wiki