Hold on. The Playstation version of FFVIII is on four discs, so you need to save your game and change discs three times.

But if you're using a PC version that has the game on two discs, you should only have to save and change discs once, unless they left in the other two messages.

I guess I'm wondering did you get to the end of the entire first game disc (that has the same as PS discs 1 and 2) or are you halfway through it?