OK, on the playstation store, there's two files you need to download. One is the main "data" file (383MB for syphon filter), the other is the 100Kb License file. Once the license is downloaded it shows up in the new "Certification Manager" on the PSP:
Once the data file is installed, it shows up in the memory stick area just like the free demos:
Upon loading the game, you're greeted with a familiar logo...
And after the requisite credit screens, you get the menu:
Introducing... Gabe Logan!
Pressing the home button brings up a number of options available to the emulator...
... including the COMPLETE game manual:
You also have the option of adjusting the video output to fill the entire screen:
This distorts the image a little bit, but i think its worth it to get the full sized image.
As far as the installation processes. The download went pretty quickly, and it will require the PSP to be plugged in prior to the download. Hopefully this restriction will be removed once the PS3 itself can play the games. It is clear the download is stored on the PS3 HDD, but it does not seem to be accessible from the XMB interface.
After the download is complete, there is an installation process to the PSP, which actually takes WAY too long. Clearly its doing more than just copying the file because 383MB over USB2 should be done in a few minutes. It took at least 10.
Also, the license download is probably going to be confusing for some people. Its not a big deal per se, but it isn't very elegant.
Including the manual was a pleasant surprise.
On the memory card, the game file is in /PSP/GAME/SCUS94240 and the eboot.pbp itself is 387MB, so we're clearly not just getting an ISO here.