Rom Help<Probs something really thick

Hi being a complete and utter idiot i need help with roms&emulators on my psp!

Currently running 3.90m33 firmware.
I have manged to get the emulators to run and even transfered some roms across but when i run the emu it loads the psp screen then turns off. Is there anything extra i need to install or do?
Advice or links would be brill


Thanks

it'd help to know the emulator..

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name of the emulator is important