This is acually really easy, you'll need the following things:
A computer (Duh!)
RPG Maker 95 or 2000
A really good bitmap editor (Like Idraw3 or Photoshop)
A CD-RW drive
a few cd's (Depends on how many disks you want)
Ok now make your game end where the first disk ends. You'll have to make a second game with the same name for the second disk.
Put in an event on the beginning of the second disk that checks for a switch. For sake of this tutorial we'll call it DISKCHANGE1.
Now put in an event on the end of the first disk that changes switch DISKCHANGE1 to on.
THIS NEXT PART IS CRUCIAL OR ELSE THE WHOLE THING WON'T WORK! On this same
event put in a save game automaticly. This will make it to where all the characters,
items, weapons, magic, etc. that the player has found will still be there when
you load to the second disk.
On the second disk the first thing you need to put in is a map that has the exact same name and tiles as the map on the first disk where you saved. put your start party position in the same square that the diskchange event was on on the first disk. Confused yet?
Back to the first disk. Put in an event that will fade the screen to black and show a picture that says "Please Remove Disk one and restart this game with Disk two. Then put in an event to go to title screen (If in RM2K) or end game (If in RM95). It wont work if you try to keep the game running while you change disks.
now to the first disk. the opening event should show a picture that says "Please restart with disk two" on the second page of the event have your normal startup with the exception of the "switch DISKCHANGE1 is ON" command. Now write both games to two disks and try it out
If it dosen't work e-mail me at email@example.com