First you need custom firmware on your PSP, i use 3.71-3 M33.

Then you go to
http://www.psp-hacks.com and download the emulator you want, they have loads for nintendo,sega,classic consoles.

Simple as that really, you can then play all your backed up games from your memory card.

Works with PSP,PS1,SNES,NES,GB,GBA,SEGA Saturn/master system/game gear etc.

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