Things You'll Need
Instructions
Download an NES emulator and any games you want to download from the Internet (see Resources). Save these onto your computer.
Check the emulator's documentation to see which version of the PSP Firmware you will need to install in order to run that emulator. Download that version of Firmware (see Resources).
Connect your PSP to your computer using the USB/mini-USB cord. Save the Firmware files to the Updates folder on your PSP's memory stick. You can find this by opening your PSP from Windows Explorer and navigating to "PSP" then "Games" then "Update." Create this folder if it is not there.
Save the emulator files and games to a separate folder on your PSP's memory stick. You can call this whatever you like.
Disconnect your PSP from your computer and restart it. Then, from the main menu, go to "Game" then "Memory Stick" then "Update." Select the new Firmware, and allow your PSP to update its operating system.
Start the emulator program by going to "Game" then "Memory Stick" then the folder where you saved the game files. Select the NES game you want to play.