[Alf Shall Rise]

Yes, for my bday I got a PSP (any Sony haters, don't go insane and yell plz), and well, I heard you can get Oddworld on it. But my brothers friend said that there's a 50 percent chance the PSP will be corrupted forever when the emulator is downloaded. And I can't seem to get on the internet with the PSP. Can anyone help meh?