Things You'll Need
Instructions
Turn off the PSP and remove the battery and memory stick. Insert the Magic memory stick and Pandora battery--your PSP will turn on automatically. Press the "X" button twice to install the custom firmware from the Magic memory stick onto your PSP. Press "X" again to turn off the PSP and reinsert the normal battery and memory stick, then turn the PSP back on.
Download one of the Nintendo emulators available from the link in the "Resources" section of this article. If you want to run a Super Nintendo ROM, download SnesPSP; if you want to use Nintendo Entertainment System ROMs, download NesterJ; for Nintendo 64 ROMs, use DaedalusX64.
Connect your PSP to your computer with your USB cable. A window should automatically appear on your computer screen displaying the files and folders on the PSP memory stick; if it does not, click "Control Panel and "My Computer," then double-click the "PSP" icon on the left pane of the window.
Open the "PSP" folder to reveal a "GAME" folder. Right-click the file you downloaded and click "Copy." Right-click the "GAME" folder and click "Paste" to transfer the emulator to the PSP memory stick.
Go to the folder that houses your Mario ROMs, and copy and paste them inside the "Emulator" folder that you placed in the PSP's "GAMES" folder.
Press the "O" button to safely disconnect the PSP from the computer.
Navigate through the PSP menu and enter the game section. Select your emulator from the menu with the "X" button, then select your game from the main menu of the emulator.