So Unless you got it done a long time ago like me you most likely dont have a mod chip for the saturn. But you really dont want to fork over that much for panzer dragoon saga but you also dont want to wreck you laser with the swap trick. Enter Pseudo Saturn Kai, a homebew application that turns your action replay, game shark or memory card plus into a device that lets you save, import and play backups without modding! This will require you to do the swap trick once but after that you are all set! here is the website and a really good tutorial.
http://ppcenter.webou.net/pskai/
https://www.youtube.com/watch?v=gjE-U6nHbPw
Happy Gaming!