Just copy the game to your memory sticks ISO folder and run custom firmware. Here is the link needed to mod your PSP http://www.psp-hacks.com/forums/f118/idiots-guide-to-building-a-magic-memory-stick-t214330/post1039148.html
Created by Electronic Arts in association with Marvel's brand-new game production division, this fighting franchise will pit well-known Marvel heroes against a brand-new band of characters developed by EA. Marvel's Greg Pak, Mark Paniccia and are on-board in collaboration with EA's creative designers.
In Marvel Nemesis: Rise of the Imperfects , an alien genius is experimenting in creating a class of diverse, perfect super-warriors. His creations are masterful and powerful, but he and his creations must contend with the Mavel superheroes when the mad scientist begins his experiments with earthlings.