The process...

Firstly, download a game.
Download at the link given.
I just finished downloading Need For Speed 3: Hot Pursuit.

Then, open the file using WinRAR or WinZip.
Make a folder named PSX ROMS and extracted the file there. You will notice that there are 2 files, one that is .bin.ecm and .cue . The .bin is the game ROM and .cue is just the tracks of the game.

You want the .bin not .bin.ecm so now we will unecm it. The purpose of the unecm is to uncompress the game. The .ecm is used to compress the file smaller so that you can download faster.

Once the extraction is done, open the ECM folder that you've downloaded. There you will see the unecm.exe. Copy it to the PSX ROMS folder.

The drag the .bin.cue file to the unecm. A Command Prompt window will pop-up to indicate the decoding of the file. The Command Prompt window will close on its own once the decoding is done. You will now see a .bin file and notice the difference before and after the unecm process.

Well done! Now you have a playable ROM! Now to move the ROM to the phone.
This process will be continued on the next post.