Running Windows 95 on a PlayStation Portable (PSP) requires a modded console, specifically the 64MB RAM Slim models (2000/3000), along with DOSBox version 0.72 and a pre-made w95.img file. The process involves placing the DOSBox EBOOT in the PSP/GAME/ folder, creating an hdd folder for the image, and configuring dosbox.conf to optimize performance. For a step-by-step guide, visit Instructables. PSP DosBox Setup! (Running Applications & Games)
DOSBox for PSP: Versions like DOSBox 0.72 are commonly used. windows 95 on psp using dosbox download and set
Download DOSBox Portable v1.6.0 for PSP (Look for DOSBox_Portable_1.6.0_Full.zip on major homebrew archives like GameBrew or Archive.org). Running Windows 95 on a PlayStation Portable (PSP)