To play on your PSP, you typically won't find a native ISO file because the game was originally an arcade title released by Capcom in 1993. Instead, you must use an arcade emulator like MAME or CPS1 on a PSP with custom firmware to run the game’s ROM. Understanding the "Portable" Experience
You're referring to the PSP game "Cadillacs and Dinosaurs"!
Most veteran players choose Mustapha Cairo for his incredible speed and his flying kick, which is arguably the best move in the game for crowd control.