You need to mod your PSP. For modern PSPs (6.61 firmware), use "Infinity 2.0" + "PRO-C". This takes about 10 minutes.

Connect your PSP to a PC via USB. Copy the emulator folder to /PSP/GAME/ .

Forget searching for a fake ISO. Buy a cheap PSP-3000, install CFW, download a legal ROM of Super Mario World , and enjoy 40 hours of platforming perfection on Sony's legendary machine.