This is a Super Nintendo Emulator called SNES for your PSP running on Custom Firmware (CFW) and will also run on Official Firmware (OFW) 6.20 or higher. Its installed the same way for both firmwares.
Step 1: After downloading the files extract them and open it and you will see the SNES Euphoria folder.
Step 2: Connect the PSP to USB mode and copy the SNES Euphoria folder to the ms0:/PSP/GAME folder or if on a PSP Go ef0:/PSP/GAME folder.
Step 3: Any SNES ROM's you have open the SNES Euphoria folder in the GAME folder and open the ROM folder and place the ROM's in that folder.
Step 4: Exit USB and launch the emulator and you'll be good just remember that in the Emulator O is the confirmation button not X.