PSX exe?

I downloaded Spyro 3 and it was in exe form. So i ran the exe and ended up with four files. What am i supposed to do witht these? (I'm trying to run it on my psp fw: 3.40 LE v3)

Read the so properly titled thread: \"Please help .....\". I\'d link it but I\'m running through a proxy so the urls are messed up.