Hey,
sorry if it seems that I'm making you out to be stupid 'coz I'm not...
...BUT, have you actually tried opening the Playstation without resetting & putting Disk 3 in & closing it (without resetting)?
Maybe then it will detect Disk 3 & continue where you left off!!!!
I know you have to do this with Driver 2 when it asks for Disk 2!!
Good Luck!
