Ensure the game folder name does not contain strange symbols or spaces. Keep it simple, like "UndertalePSP".
Currently, the most complete and functional way to play Undertale on PSP is , a fan-made recreation built specifically for the platform. This homebrew project aims to faithfully rebuild the Undertale experience using the Lua programming language and is compatible with both physical PSP hardware and the PPSSPP emulator.
Next, I need to address legal concerns. Emulators themselves are legal, but downloading copyrighted games without owning them is a gray area. I should warn against piracy and encourage purchasing the game through legitimate channels.