You'll need a modchip. Go to 2 web sites: Playstationmods.com (for modchip and tutorial links) and Megagames.com for patches you may need when you have digested the tutorials. You'll need CDR-WIN to copy CDs (not DVDs - they can't yet be copied), then you patch the result on your hard drive, and then burn it back to a CD-R.

That's what most of us do. Good luck