Also, UAE on the PSP is not the fastest, meaning emulation is pretty slow when there is a lot going on. If you turn sound off it runs much smoother, but that's no fun!
Only game that runs well on the PSP is Another World, and that is because there is no background music.
And yes, installing the customer firmware on a PSP-2000, you will have to split open the battery to do this and install a jumper on some small traces. It's not for everyone.