aight bro here we go... eloader is the program you are using to run the emulators because firmwares 2.0 and above have security measures in place to try to stop people from running unsigned code (emulators and other such homebrew). emulators are named thusly because they do just that: emulate another system. within these emulators you place roms. ROM is an acronym for Read Only Memory, because its memory that you cannot change in any way, its designed only to be read. In this case to answer your question yes, the rom is the game. In response to your other question, yes you also have to download the roms yourself, as they dont come packaged with the emulator. So there was your crash course on the basics of emulation on the psp, consider yourself informed

... hope all that was helpful. p3@c3