@Joga, might want to make your sig shorter than 5 lines. I got a warning for that.
Theres a thing where you plug the game into a SNES for the GB games, then i think you use an Pokemon stadium for the GBA versions. I think there are others, but i forgot.
You can emulate to play on your computer.
Or you can download the homebrew emulator for your PSP, then download the game file somewhere (or back up yours if you have the right tools), then you load up the emulator and select the game.
Its kind of hazy for me, but when i remember and do some research, i will tell you.
Do you have an fat or slim?