To do this, all you have to do is
Get an android phone running of course android version 4.0+,2GB Ram.
DOWNLOAD and Install PPSSPP. (ANDROID)
DOWNLOAD and unzip PPSSPP. (PC)
Download any PSP game.
Open the phone internal memory using the file manager.
Locate and open the folder PSP.
Copy the downloaded game to the folder GAME.
Exit the the file manager.
Run the PPSSPP.
Hit Games tab and select the game.
If for any reason,the game is slow