I Have PSP Firmware 3.4, what steps do I need to take to start playing SNES games?

I want to play SNES games on my PSP. It has Firmware 3.4. Did i just get unlucky and buy the wrong type do you need to buy a PSP with oe and all that. Or do i need to make modifications ??? Can someone Plz break this down barney style for me and explain the steps needed to turn my psp into a handheld SNES before i loose my mind trying to figure this out. Any answers are greatly appreciated.