Avoid "EXE" files. A genuine PSP ZIP file will contain folders inside named PSP_GAME and a file called UMD_DATA.BIN .
Go to the Google Play Store and search for "PPSSPP - PSP emulator" by Henrik Rydgård. Download the (paid, supports the developer) or the Free version (identical performance, with ads). Need For Speed Underground 2 Ppsspp Zip File
Whether you want to spend hours customizing a Nissan Skyline GT-R (R34) with neon underglow and scissor doors, or simply want to drift through the streets of Coal Harbor during a rainstorm, the PPSSPP emulator delivers that experience flawlessly on modern hardware. Avoid "EXE" files