Running LSDJ on a Sony PSP
1. get a psp capable of running homebrew games. (This means 1.5 firmware, a custom firmware, or an exploitable firmware. If you don't have one of these, it's worth to downgrade to 1.5 and optionally upgrade to a custom fimrware as you can run emulators and useful homebrew apps on your PSP. Refer to 
This Faq if you don't know how.
2. Download RIN, a Gameboy and Gameboy Color emulator. Get it Here
3. make a folder 'RIN_ROMS?' and put your lsdj roms (as many as you want(^-^)...as long as they have different names)
4. put your 'RIN_ROMS?' folder in the memorystick/psp/game/ directory along with 'RIN' and 'RIN%' folders
5. if your roms dont show up in the file browser then delete the folders from your memory stick and copy all over to thwe games folder again.
6. load lsdj 3.5.1 or 2.6.3 or whatever.
7. make a song (right?!)
8. turn off psp and put the memory stick into your computer
9. upload the lsdj battery sav to a compo or back it up or play it easily in any emulator.
10. Snip! Nevermind, this runs full speed now. :)
11. if you are a traditionalist, you load it onto a gameboy backup cart and record the actual chip sound
11.a or you can record the output of an emulator like No$ emu (which i believe is great for sound options)