You need special Emulation software. You need to switch the firmware of the psp aswell. Then you're going to have to place the games on your memory card so you're going to need a large memory card to do so.
um most games are around 400-600 mb on average. Like GTA Libery Stories i believe its called is a bit over 600 megs. But other games can also be around 300 MB aswell. Search around. But it may be illegal.