: The PSP acts as a secondary monitor and controller. You must have the PC version of San Andreas running on your computer.
No shoulder buttons (L2/R2) natively on PSP. You must remap controls. Also, input lag makes driving missions frustrating. This is best for exploring the map, not completing "Wrong Side of the Tracks."
If you search the PlayStation Store on your PSP today, you will find Liberty City Stories and Vice City Stories —excellent exclusives made for the handheld—but the sprawling state of San Andreas is absent.
If you own the successor to the PSP, the PS Vita, the homebrew community successfully ported the Android version of GTA: San Andreas to the Vita hardware. It runs beautifully with dual-analog stick controls.
To understand why a direct port does not exist, it helps to look at the hardware differences between the PlayStation 2 (the original home of San Andreas) and the PSP.
: Launch the PPSSPP emulator. It will likely ask you to navigate to the folder where your games are stored. Browse and select the GTA San Andreas ISO file you placed earlier. Tap on it, and the game should start loading.
Despite its popularity, several factors prevent a standard "free download" from working like a normal PSP game: Official Absence