Things You'll Need
Instructions
Turn off your PSP console and remove the memory stick from the memory stick port.
Insert your Magic Memory Stick into your PSP and then turn the console on. Press the "X" button when prompted to install the firmware. Wait for the firmware to load onto the PSP.
Remove the Magic Memory Stick and then replace the memory stick with your original one. Connect the PSP to your computer through the data cable that came with it.
Click the "Start" button and then click the "Computer" icon. Click on your PSP icon to open the window with the console's contents on it.
Download the SNES emulator (see Resources link) and then drag the emulator to your PSP's "GAME" folder. Wait for the emulator to transfer. Once the file transfers, the emulator will be installed on the console.