Things You'll Need
Instructions
Download the "snes9xTYL" emulator to your computer. Connect the PSP to the computer with the USB cable. Select the "USB Connection" option in the PSP main menu all the way on the left.
Download one of the Super Mario ROMs. You need to purchase a license from Nintendo in order to legally own a digital copy of one of its games. Contact Nintendo directly to purchase a license.
Right-click the "snes9xTYL" folder that you downloaded in Step 1 and click "Copy" from the menu that appears. Click the "Start" button on your computer desktop and click the "Computer" link to bring up the list of drives on your computer.
Double-click the "PSP" drive and open the "PSP" folder. Right-click the "GAME" folder and click "Paste" to transfer the emulator to your PSP. Right-click the ROM you downloaded and click "Copy" from the menu that appears.
Open the "snes9xTYL" folder that's now in the "GAME" folder. You will see a "ROMS" folder. Right-click the "ROMS" folder and click "Paste" from the menu that appears. This will transfer the Mario Land ROM to your PSP.
Press the "O" button on your PSP to disconnect it from the computer. Select the "snes9xTYL" icon in the PSP main menu's game section. The emulator's menu will appear. Select the ROM you installed from the list that is displayed. The game will start.