The only way powering it off completely during a freeze would damage your PSP would be if it were writing to the flash memory on the PSP itself, where system files are stored. This is a concern when installing firmwares, system upates, etc, but not when running emulators like snes9x, since they don't touch that part of the memory. The worst that will happen is you might lose game progress if the emulator hasn't written to the save file on your memory stick yet after saving in-game (the default option for this puts it at a delay IIRC, though this can be changed to instantly write), but your PSP itself will be fine.
"I think that the problem with this video is it is highly derivative of many popular bands within the genre. Although when viewed on its own merits, it does have a deeper groove. However what it has in groove, it lacks in originality. One can't help but be reminded of such bands as Pearl Jam, White Zombie, Suicidal Tendencies and other bands that bear the mantle of so called "Alternative Rock". One is even reminded of Lorie Anderson when she wore curlers. Hehehmhm! This video speaks less to the heart and more to the sphincter. In closing, I think Korn would do well to learn more from -"