How can I play PSX games on my psp????????

I got a little problem my psp is a 3.90 m33-3, I saw in a site that i can play PSX games on my psp with 3.03 oe or more... I downloaded Final Fantasy IX from a site and it had a FF9 CD1.img, .sub and .ccd... I put all these in my PSP, but I appears that it's not working... No game images appear NOTHING :'( Can someone assists me, because i realy wanna play FF9 it's along time I haven't played this game.
so please help me, THANX xD

You need to convert it to an Eboot with a program such as PS2PSP

If you're still having trouble PM me coz I have FFIX on my PSP

If You Dont Actually Own The Game Its Ilegal But Il Tell you Anyway. Go To google.com And Type In Psx to Eboot Converter And Look For A Good One

i need help to i got the game and eveything on to my psp and it shows up on the screen but when click it it says copyright informaton corrpt or invalid please help me