Here are the tools you will need.
Use Popstation to convert your single disc games. The reason for this is because Popstation is good at preserving the audio sound track.
For multi-disc games you will want to use PSX2PSP. With it you can see that it has a place to select multiple discs in Classic Mode. Fill up your cue, convert, and then configure the PSX emu to use buttons on your controller (which will work in conjunction with SELECT), to open the lid on your virtual PSX, load a different virtual CD (now contained within your PBP), and close the virtual lid to resume.
THe Save per Core and Save On Exit options need to be active in RGUI to do this.