Because Crash Twinsanity is a PS2 game and there is no official PSP release, running it directly on a PSP is effectively impossible without an unsupported community port or streaming/emulation on more capable hardware. For a legal, reliable experience consider playing on PS2 hardware or using a PS2 emulator on PC or capable handhelds.
Since the PSP is not an option, you can play the game on these platforms: crash twinsanity psp install