Instructions
Go to the DOS Box download page (see Resources) and click the "FreeSD" download link to download the DOSBox installer pack onto your computer.
Insert the PSP connection cable into the "USB" port on your PSP, then plug the other end of the cable into the USB port on your computer. A folder for your PSP will automatically appear on your computer desktop.
Drag and drop the FreeSD installer pack file into the "System" folder inside your PSP folder, then press the "Power" button on the PSP to turn it off and once again to restart it. The installer will automatically install and load the DOSBox emulator to your PSP gaming device.