If you tell me which exact game and platform you meant (e.g., "I.G.I. PC" or a specific PSP title), I can provide step-by-step, lawful setup instructions or suggest legal purchase options.
The original game was developed by Innerloop Studios and published by Codemasters. The only official console versions were for the and Xbox . There was never a UMD release for PSP.
Project I.G.I was never officially released for the PlayStation Portable (PSP). Therefore, there is no legitimate “IGI ISO” designed to run on PPSSPP (the popular PSP emulator for Android, Windows, iOS, etc.).