only 2 methods i can think of that might work
1. port the game - this requires the source code and reworking many things to make it work on the PSP hardware.
2. install linux on your PSP (not sure if possible) then run said games through WinE (windows emulator for linux)
neither of these are easy if they are even possible, but thus far there is no PC game emulator for PSP
but as for Command and Conquer.
it is also a PS1 game so can be put on PSP
it is available on the PSN
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