You could convert your files to .pbp (these files contain all the cds in one file and solves your issue) .pbp format is only for PS games and not all emulators support it.
Other options include:
- create a playlist for multi disc games (not all emulators support this)
- manually remove disc 2 games that don't need to appear in your AM romlist
- create a global filter to hide games with "(Disc 2)" in the rom name in AM
The issue is complex because some PS games need to be run from disc 2 first while most always require starting with disc 1. Game saving for multi disc games can also be an issue if you don't use a playlist or .pbp files. Pbp files are a good solution for PS but they won't help for other multi disc systems. Pbp files will also eliminate the whole .bin and .cue multiple files per game as well as provide compression. Keep in mind any disc swapping after the game is started needs to happen inside of the emulator and not from AM.
Also consider that you don't necessarily need to convert all your PS games, you could convert just the games that are multi disc to .pbp. Try converting one game and playing it to see if it's a good option for you (loading, disc changes, save states, etc).
I should tell you that I have used EPSXe in the past but prefer RetroArch (mednafen_psx_libretro core) for many reasons. I should also tell you that I don't use .pbp files (which many people like) but do use .chd files with playlists that have all multi disc games in subfolders called by the playlist to make AM romlists creation easy by adding .m3u extension to the emulator file. You can look here if you're interested in this approach
http://forum.attractmode.org/index.php?topic=2290.msg15484#msg15484.