I noticed that many people want to play GBA in their PSP. Well... that is possible ! There are many emulators out there for pc. The best (IMO) GBA emulator for PC would be Visualboy Advance. For the PSP, it would be gpSP (which is ported from VBA). In this guide I will show you how to install gpSP. THIS WORKS FOR PSP SLIM AND FAT.
1. A Custom Firmware PSP with a 3.XX kernal
2. Unofficial gpSP Kai v3.2 Test 8.7 ( Will update if needed)
Before I go on, I want to tell you that emulators are not illegal. The bios and roms (games) are. So, I will not post where to get them. You are goin to use google.
1. Download the gpSP from the above link. Extract the files into your desktop. After, open the ms0/PSP/GAME folder. Until you see the folder gpSP. Copy that folder into your GAME folder on your PSP.
2. Go inside the gpSP folder in your PSP. Now download the GBA BIOS use google to search for it. Rename the bios to "gba_bios.bin". Transfer that file to the gpSP folder.
3. After get your gba roms and put it on the ROMS folder inside that GBA folder. Gpsp can play .gba and zip files that contains the .gba file.Start the game and have fun.