Is this a PS1 or PS2? It could possibly make a difference.

In FFIX one way that I could find to skip the CGs on a PS1 was to open up the top. This won't work with a PS2, obviously, because opening up the drive in the middle of a game, as far as I know, will reset the machine. I learned this from trying to complete FFIX in time to get the Excalibur II. Still didn't get there quick enough. I was 17 seconds late.