Installation
1. Install Fanjita and Ditlew's eLoader for 2.01/2.5
2. Download SNES9x version 0.02y32 from here.
3. Open the folder you saved the .zip file in and extract the files.
4. Copy the EBOOT.PBP file to \PSP\GAME\SNES9X
5. Make a folder named "ROMs" (or whatever you want to name it) inside of the SNES9X folder on your PSP.
6. Copy any roms you want to put on your PSP to the ROMS folder.

Running
1. Load GTA as normal. Let it load your save game.
2. After it has fully loaded your save game, press Start and go to "Game" in the menu. Then go to "Load Game" under the submenu.
3. Select the eLoader from the save game list and load it. Proceed with loading when asked.
4. It will take a second or two for the eLoader to boot up. When the eLoader boots up, select and press X on UO_SNES9X FOR PSP 0.0
5. SNES9x will now load and bring up the file browser for you to find a rom to play. Find your ROM folder and load whatever rom you want to play.
6. The game will now run. To change settings, just move the analog stick to the left and it will bring up the menu. This is the menu where you change the settings.




Ways to make it run better:
-The more sprites (the individual characters you see on the screen - Mario and a goomba for example) there are on the screen at once, the more it will slowdown. For games that have lots of sprites that move, change the frameskip and it will significantly improve the speed.
-There really isn't a downside to running the PSPclock at 333mhz. It won't hurt your PSP unless you run it for a very, very long time. So why not leave it set at 333mhz all the time? Of course, this does use more battery power, so if you really need the battery power to last a while you may want to turn the clock back down to normal.
-Changing the sound rate can also help the game run better (graphics-wise). In games that don't have much sound or don't have sound that matters much (like Gradius), you can turn the sound rate down to 11kHz or just turn sound off completely.

Now for settings that work well for individual games:

Chrono Trigger
Frameskip: 7
Auto Frameskip: ON
Show FPS: OFF
VSync: OFF
Sound: ON
Sound Rate: 44kHz
Transparency: ON
Graphic Speed: x1
Sound Speed: x1
PSPClock: 333mhz
-Frameskip is high because there are more sprites during fights, and thus more slowdown. Doesn't really compromise gameplay though since its an RPG.

F-Zero
Frameskip: 5
Auto Frameskip: ON
Show FPS: OFF
VSync: OFF
Sound: ON
Sound Rate: 44kHz
Transparency: ON
Graphic Speed: x1
Sound Speed: x1
PSPClock: 333mhz
-A little choppy, but doesn't really take away from gameplay.

Super Mario World
Frameskip: 4
Auto Frameskip: ON
Show FPS: OFF
VSync: OFF
Sound: ON
Sound Rate: 44kHz
Transparency: ON
Graphic Speed: x1
Sound Speed: x1
PSPClock: 333mhz
-Just about the perfect mix.

The Legend of Zelda: A Link to the Past
Frameskip: 4
Auto Frameskip: ON
Show FPS: OFF
VSync: OFF
Sound: ON
Sound Rate: 44kHz
Transparency: ON
Graphic Speed: x1
Sound Speed: x1
PSPClock: 333mhz
-Works very well, will only lag when chickens come in hordes to attack you for attacking one for a while. :-P

Gradius III
Frameskip: 3
Auto Frameskip: ON
Show FPS: OFF
VSync: OFF
Sound: ON
Sound Rate: 44kHz
Transparency: ON
Graphic Speed: x1
Sound Speed: x1
PSPClock: 333mhz
-Works very well.

Mario Kart
Frameskip: 6
Auto Frameskip: ON
Show FPS: OFF
VSync: OFF
Sound: ON
Sound Rate: 44kHz
Transparency: ON
Graphic Speed: x1
Sound Speed: x1
PSPClock: 333mhz
-A little slow, but playable. If the frameskip were higher, it would be harder to play.

Harvest Moon
Frameskip: 8
Auto Frameskip: ON
Show FPS: OFF
VSync: OFF
Sound: ON
Sound Rate: 44kHz
Transparency: ON
Graphic Speed: x1
Sound Speed: x1
PSPClock: 333mhz
-Very choppy, this game is hard to get a good setting for. It will depend if you are willing to put up with it running slowly or put up with choppy graphics.

Donkey Kong Country
Frameskip: 2
Auto Frameskip: ON
Show FPS: OFF
VSync: OFF
Sound: ON
Sound Rate: 44kHz
Transparency: ON
Graphic Speed: x1
Sound Speed: x1
PSPClock: 333mhz
-Works almost perfectly, the only slowdown is when you die (it slows down for a second).

The Lost Vikings
Frameskip: 4
Auto Frameskip: ON
Show FPS: OFF
VSync: OFF
Sound: ON
Sound Rate: 44kHz
Transparency: ON
Graphic Speed: x1
Sound Speed: x1
PSPClock: 333mhz
-Works very well, a good mix between performance and looks.

Contra III - The Alien Wars
Frameskip: 3
Auto Frameskip: ON
Show FPS: OFF
VSync: OFF
Sound: ON
Sound Rate: 44kHz
Transparency: ON
Graphic Speed: x1
Sound Speed: x1
PSPClock: 333mhz
-This works very well.

Mega Man X
Frameskip: 3
Auto Frameskip: ON
Show FPS: OFF
VSync: OFF
Sound: ON
Sound Rate: 44kHz
Transparency: ON
Graphic Speed: x1
Sound Speed: x1
PSPClock: 333mhz


Final Fantasy III
Frameskip: 3
Auto Frameskip: ON
Show FPS: OFF
VSync: OFF
Sound: ON
Sound Rate: 44kHz
Transparency: ON
Graphic Speed: x1
Sound Speed: x1
PSPClock: 333mhz
-Very smooth.

Final Fantasy Mystic Quest
Frameskip: 3
Auto Frameskip: ON
Show FPS: OFF
VSync: OFF
Sound: ON
Sound Rate: 44kHz
Transparency: ON
Graphic Speed: x1
Sound Speed: x1
PSPClock: 333mhz
-Very smooth.

Final Fantasy V
Frameskip: 4
Auto Frameskip: ON
Show FPS: OFF
VSync: OFF
Sound: ON
Sound Rate: 44kHz
Transparency: ON
Graphic Speed: x1
Sound Speed: x1
PSPClock: 333mhz
-This game is in Japanese, so even though it works, I don't recommend playing it.


Games that are completely unplayable, no matter what settings:
-Kirby Super Star
-Kirby's Dream Land 3


Games that run perfectly without changing settings:
-Frogger