You'll have to either mod your PSX or use a special swap disc. - http://www.modchip.ca/store/product.php?productid=16193&cat=256&page=1 Or you can just use an emulator like ePSXe 1.7.0 on your computer.
for FF games (and anything made by squaresoft) you will need ePSXe 1.5.2, and one of pete's graphics plugins. (openGL if you have a nvidia graphics chip, DX7 if you have an ATi graphics chip or dx6 if you have any other graphics chip). You will need to configure it to use the 'nice' defaults, a resolution of 800x600, a frame limit of 35fps and you will also need to enable some of the 'special game fixes'.
you can also use the "hot swapping" techique to play it but i'd read up on it if i were you, the emulators are so much easier and safer.. just google it, there's youtube videos of people showing how to do it, it just requires an old psx game that loads