Instructions
Turn off the PSP and hold the "Right" trigger.
Turn the PSP back on and the PSP recovery menu will appear.
Select the "Plugins" option at the bottom of the main menu of the recovery screen.
Select the "Popsloader" option on the window that appears. It will say "Enabled."
Select the "Back" option to return to the recovery main menu. Select "Exit" to reboot the PSP.
Select the PSX game in the PSP menu's game section and the PSX game will now load up and you will be able to play it.