Since I live in The Canada, this was legal for me to do. Poor Americans.
Anyway, now that I've done it I've been playing SNES and PS1 games. I could probably try setting up a development environment and testing out SDL, though. Maybe even finally deliver on that "CSRPG2 on PSP" scam that I had going way at the start of this journal.
If you guys have a PSP, make sure to modify it -- you can still buy commercial games and feel good about it, but you can also get a lot of software which delivers on the promise of the machine, particularly PSPRadio and a Remote Desktop client.