FYI, if you have a disc image that is .adz you can still get it to work.
On your PC, just rename the extension to .zip and then unzip it - the file inside will be a .adf
E.G.-
You have a game, let's say it's called "Dynablaster.adz"
Rename it, just changing the extension to .zip - "Dynablaster.zip"
Unzip it. Presto - now you've got Dynablaster.adf for sticking on your Pandora.
Another question if i may, several games i have tried such as: Alien Breed - Tower Assault, Pinball fantasies etc seem to require you to insert disk 1 & then disk 2 before the game can be launched, is there a special method for doing this ? i have loaded disk 1 & disk 2 (when prompted) but can't get either of them (and a few others to play) in Alien Breeds case it seems stuck on the insert disk 2 screen (even when it has been loaded)
In the Insert disc options, note that each D-pad button (A,B,Y,X) relates to a drive - if the game is asking for a disc in drive A then double check that you used the corresonding button - otherwise the game won't see the disc in the drive it's expecting it. You can insert multiple discs (assuming the game supports this, not all do) by putting disc 1 in Drive A, disc 2 in drive B and so on.
On the other hand, if you've done all that correctly and it still keeps asking for the next disc, try a mouse click or hitting the Space bar, Enter or fire button.