Classic downloaded games not working

all classic games are virtual console versions since the code was written for old hardware,

Here is a video tutorial of the entire World 1, http://www.youtube.com/watch?v=jX04mkYpexw
I hope this helps!

Actual game?
There are several places online to get classic games. One of my reliable hotspots is eBay.
You could always check out yard sales in your area. You would be amazed at the games I have found going that route.

Rom?
There are many sites that offer roms from different game systems available online. Not sure if posting links directly to them is a no no here, so I would say to check out your favorite web search engine.

You can download a Super Mario 64 rom and a Nintendo 64 emulator and you will be able to play this game on your computer. Click on the link below.

http://www.freeroms.com/n64.htm

1. On the site, click one of the hyperlinks to download an emulator, I recommend Project 64 v1.6
2. Click Super Mario 64 to download the rom (it should be under "Top 20 Most Popular N64 ROMS")
3. Install Project 64 and then open it.
4. On the Project 64 window, choose "File" > "Open Rom" and find the Super Mario 64 rom that you downloaded, double click it. And that's it! The game will start and you can begin playing :)

On another note, I also recommend using a usb gamepad controller, like a MadCatz Xbox 360 GamePad controller, they work great for these kind of games.
- I hope this helps, if you have anymore questions feel free to ask :)

The Nintendo Super Mario Brothers could only be played by to players alternately. Player 1 would play it´s turn until dying or finishing a level and then it would be Player 2 turn.

If you are looking for an actual super mario game it is not sold for psp. But if you have a hacked firmware you can run an emulator.

You need to go to "Forest of Illusions 3" (the southern-most stage), then get close to the end of the level as Super Mario (big Mario) or Cape Mario.
You'll see some Goombas (little brown guys) and Charging Chucks (football players) and a big green pipe.
Go into the pipe and it will take you to a secret room.
There will be a key and keyhole below some smiley-blocks.
Get above those and press the "A" button to spin-jump.
You'll break through the blocks and can then use the key on the keyhole.
The path will open to Roy's Castle.

Open up the emulator and after it loads up then click the "file" and then "load rom" It might not be exactly like that but all of them are the same...A good place for roms and emulators is romnation.net...When you download ROMS, make a new floder on your desktop so you can easily access and see you downloaded games...I recommend the Snes9x v1.41-1 emulator...here is the link: http://www.romnation.net/srv/emulators/3/snes/Snes9x-v1-41-1-for-Windows.html

Check to make sure there isn't anything plugged into the gamecube controller slots.