Ok heres the deal earlier psx's could boot a back up copy performing what is called the swap trick this is where you let an original game boot up the country code then remove it very quickly and replace it with the back up copy. This was all fine and dandy until sony realized the error in their ways and made it impossible to do this in later models such as mine and I assume yours. Swapping also drastically shortens the life of your psx. So now your are left with two options a boot cd or an internal modchip.
A modchip is cheaper but requires some technical know how when it comes to soldering. But on the upside it plays all games and saves the life of your ps ie no swapping
A boot disc is kinda pricey 20-25 dollars. The advantage to it is that it requires no technical know how. But like I said can seriously damage your psx because you have to keep swapping out the boot disc and putting in the copy
Hope this helps
Cheers