For some reason, i did that once when i rented nhl hits, and my game was saved, then i ejected it while it was in the starting menu, then the next time i tried to load my game it couldnt, so i had to delete it. I usually hold down the on button till it goes red, press the eject button, then put in the other game. I dunno if that hurts it but my ps2 doesnt seem damaged er anything. If it does hurt the ps2 to do that plz let me know.