I had no idea that the PSP version of Breath of Fire 3 was on PSN. Saved me the cost of importing a physical copy from Europe.
Why not have real actual copy versus a intangible one that is not in your full control?
Physical copies are actually cheaper than digital.
THE BEST METHOD to run PSX games (and everything else for that matter) is via Retroarch - http://buildbot.libretro.com/nightly/
If you have any questions on how to set it up on Windows please feel free to ask, its very easy.