Thanks to the ever-busy PSP homebrew community it is now possible to link a PC and a PSP together via USB Cable and a little plugin by the name of RemoteJoy Lite. Using the app you can hook up your Windows PC with your handheld and play PSP games on the PC screen.
Truly, we live in a Golden Age.
The video above gives a rough idea of what the app can do. As ever with homebrew software, you are responsible for your own device - don't come running to us if it makes your PSP implode into a nugget of dark matter that ultimately leads to the creation of an alternate universe where your evil doppleganger has a beard.