DUno what to do

Ok, so im reading one of the documents on how to burn sega games and i've got through the mp3-wav and everything else, but i dont really understant this cue thing. Where is it comming from, or do i make it? And if i do, how? I dont think it explains to well in the FAQ so if someone could help me out i'd love them. Also, if i get a mod chip i dont have to swap, do i? Have the original copy then when it hits a certain point take it out and put in the backup? Cause then why would i buy a mod chip for if my original doesn't work and my backup needs original?
Sorry im all new to this stuff im only explaining what iv'e read. Thanks all, i know your quick to respond

Ok so i think the mod chip will let you play anything without the original copy but im still not sure about my previsous question, if you could answer i lov eyou thanks

A cue sheet is an easy thing to make. You just need to get yourself a copy of Lodger's Saturn cue sheet maker from here.

A modboard lets you play CDRs on your Saturn. There is no swapping needed if you have one installed.

Remember that a modboard does not allow you to play imports.

You need region switches fitted, a cart that defeats the region protection or to use Satconv (DOS or Win32) on the iso or bin file.