Yeah, you have to use a devook to get the game from the umd and then upload it onto your pc, then just download the psp emulator and you can play any game you want. And by the way your psp must be version 1.5
you can download all the software mentioned from http://www.psp-hacks.com

Yes, but you have to run them in a PSP emulator.http://www.psp-emulator.com/