I've been messing around with the idea of porting a windows game to the PSP and so far I can't find anothing on why it would or would not be possible. I would imagine that an older game (or one with low graphic detail) would work on the psp but I havn't seen and ports of windows games. Now from what I do know all games that run nativly on windows would need one heck of a lot of code changed to get it to play on any other OS but would changing parts of the code be enough or would the entire game need to be recoded?