Is it a slim or fat PSP?
Fat:
Download snes9xTYL-0.4.2me.rar
Extract it, browse to the '1.0' folder, inside there is a folder named 'snes9xTYL'.
Copy that to your PSP, put it in X:\PSP\GAME150 (so you have X:\PSP\GAME150\snes9xTYL\). X being the drive letter of your PSP when connected to your PC.
Slim:
Download snes9xTYL-0[1].4.2me_fw3x.zip from http://www.dcemu.co.uk/vbulletin/showthread.php?t=77078.
Extract it, copy the folder named 'snes9xTYL' to X:\PSP\GAME380 (so you have X:\PSP\GAME380\snes9xTYL\).
Then just copy your ROMs into the folder named ROMS inside the 'snes9xTYL' folder on your memory stick.
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