After a little research, I've found a way to get the save data from your PS3 into ePSXe. It's kind of a pain in the ass, but it works.
First, copy the save game from your PS3 to whatever external memory device you have handy. This can be a USB stick, SD card, etc. To copy it, go to the game menu, choose Memory Card Utility, open the memory card with the Chrono Cross save file on it, highlight the save and press triangle, choose copy, then select where you want it to go.
Next, plug the memory device into your computer and open it. The file the PS3 exported will be located in this directory: PS3\EXPORT\PSV. You can copy the file to your computer or leave it there, whatever you prefer. Unfortunately, this file type is not supported by ePSXe, so you have to do some conversions on it.
The first conversion is to change the file from .PSV format to .MCS. This is done using
PSV Extractor. The link to download the file on the official site may not work, so use this one instead:
http://www.megaupload.com/?d=111QVG5DOnce you have it downloaded, extract the program to wherever you want and run it. Then go to File, Open PSV file and choose the PSV file the PS3 made. When it's open, select File, extract PS1 save. Save the file in some directory and give it a name. Now it should be a .MCS file. However, ePSXe doesn't support this format, so there's one more conversion that needs to be done.
Download and install
PSXMemTool. Now because the people who wrote that program are stupid, you need to download the
PSXMemTool Runtime Libraries and extract the zip file to C:\Program Files\PSXMemTool. Next, find that MCS file you made with PSV Extractor and double click it to open PSXMemTool and have it put the save file into a new memory card. Make sure that the save file is in the new memory card and click save. Name the file something.mcr.
Now you can open that MCR file with ePSXe as a memory card!
If you have any questions or just want me to do the conversion for you, let me know.