RISS are "special amiga roms" which are loaded into your PSP RAM when you chose the Load State in PSPUAE. You keep them in the STATE folder (.asf) and CONFIGS folder (.config). They are available in the Download section.
RISS not really a rom (Read Only Memory), because it's a snapshot of ram! (it's an 'equivalent' of a console rom)
You still can use the classic .adf roms. Sure. But you would have to play around with PSPUAE configurations for the game to play nicely. I'm to lazy for that so I use RISS which are kind of "plug and play" roms
ADF (Amiga Disk File) is not a rom either, because it's a disk image!
sorry to correct you SoczI, but I do find i have to mention that, as otherwise it leads to confusion regarding the -actual- Amiga ROMs also known as; the Kickstart (aka, the BIOS)
also, the 0.62/0.62 RISS shoud work fine on pspuae 0.72 ... although you will want to adjust a few settings like frameskip, to fix the speed.
@ mahoro_san
FOL is quite right, there is confusion here, you need custom firmware, or firmware 1.50 to run PSPUAE, and it wont work with the original (Sony) Firmware.
With custom firmware, yes, commercial games and homebrew/emulators can be run on the PSP, and a Pandora Battery is probably the best way (only way?) to get Custom Firmware onto Slim PSP
I'm sure FOL will explain it all in great detail by PrivateMessage.