im playing Final Fantasy 9 right now and i want to have an EBOOT that has all the discs in it... Is this possible? or we really need to have the EBOOT CD per CD?
It's possible -- latest version of the PSX2PSP converter supports this I believe. Multi-disc EBOOTs won't work with popsloader, though, so be sure to use built-in pops. If you're on 4.01 M33 then don't worry about this.