How do I get my [playstation] emulator to read this .mds file?

I am playing Final Fantasy VIII on my [Windows Vista Hm. Basic] computer using the latest version of ePSXe. I have played up to the end of disk 3. The first 3 disks were .img and .iso files, so the emulator had no problem reading those. But the 4th disk is a .mds header file to a ~680 Mb .mdf file. I tried Alcohol 120%, but I have no idea how to use it to make it readable for ePSXe.