There are certain game files that can be downloaded for free from the internet for use on a PSP. Some ROMs are also available for purchase, but they are generally free. Be careful downloading ROMs from your country, as they are illegal in some countries.
To play the games, you will need a Playstation Portable emulator and the correct file, which is included in the ROM. To play the games on your computer, you'll need an emulator. To play the game on your computer, you'll need the ROM file. Enjoy playing your favourite old-school games on your PSP with Playstation Portable ROMS!