This is kinda old. I did not want to post it yet. DCGrendal released a menu loader that lets you choose more then one program on a CD. The newest version has support to play s3m files believe and much more. I will post a link when I get home from school.
http://dcgrendel.8k.com/dreamcast/ <--- The link. Do not ask for help yet. For we are still trying to get you help with SegaGEN.