Things You'll Need
Instructions
Connect your PSP to your computer and select "USB Connection" from the PSP main menu to place the PSP into USB mode. A window will appear on the computer and you will have access to the PSP memory stick.
Download SNES9x for the PSP from a website such as qj.net or pspslimhacks.com (see Resources). Copy the downloaded folder into the "GAME" folder inside the "PSP" folder on the PSP memory stick. Open the SNES9x folder and you will see a "ROMS" folder.
Download an SNES rom for which you have purchased a license, and right-click it after it is finished downloading. Click "Copy" from the menu that appears. Right-click the "ROMS" folder and click "Paste." Press the "O" button to safely eject the PSP from the computer.
Browse through the PSP menu and into the game section. Select the Snes9x game and select the rom from the menu that appears.