It is possible to play this game in your PSP. What you need is to let your PSP be able to read download-form games (like ISO/CSO/etc.) - they called it popsloader/custom firmware of a certain version. Just go to www.pspiso.com to look about the popsloader (emulator) and the download-form of the game (eboot.pbp + bin.file).
If you know the websites to get normal CFW programs, just search for a cheat program/engine. I'm pretty sure mine was built right into my CFW though. Try holding Select for a couple seconds during a game and see if a menu comes up.