You CAN play all your already bought PSX Games on your PSP - without the need of a PS3 to download those Games...
1. You need to get a PSP (doh!) - I suggest you get a pre-used one from Ebay or something... Get a Unit with the Firmware 2.71 or below atleast...
2. Follow a Tutorial of your Choice (many on google...) to downgrade the PSP to 1.5 Firmware Version... (If you bought one that still has that Firmware... well - you just saved yourself this Step...
3. Follow yet another Tutorial to Install the Firmware 3.03 OE, normally the Files you need to download for installing 3.03 OE include a Executeable named popstation.exe aswell as several Readme-Files...
4. After following the Tutorial to install 3.03 OE on your PSP, check out the PSX Readme... It should tell you how to convert your own PSX Games to play on PSP - You will still need to buy Hotshots Golf 2 via a PS3 thought... as the Converter uses some Files from that Game to convert your own PSX Games... just check if a Friend of yours that might have a PS3 does you the favour and gives you the Files...
5. After converting the Game - bundle it with the KEYS.BIN File that you downloaded with Hotshots Golf 2 and place it in a folder of your choice inside the PSPGAME Folder of your PSP...
Well... thats it already... You can even do custom Icons for your PSX Games that get displayed in your PSP Game Menu - If you do such custom Icons, place them together with the dumped ISO Image of your PSX Disc and popstation.exe into a Directory... and THEN start the Conversion Process... The Converter will automatically find the Images and include them into the Converted File...
To Play the Game, simply go into the "Memory Stick" Submenu in the Game Menu and select your PSX Game...
Screenshot my Bro took from Legend of Dragoon
Screenshot I took while playing Tales of Destiny
Chrono Cross Screeeeniieee! biggrin