You haven't installed the bios for the GBA emulator then.
Follow the process in that image to make the GBA emulator work. Search for the bios on google or some other search engine. Make sure it is the correct bios. Go to the emumaster wiki and all the instructions for playing games should be there.

Out of curiosity would it be possible to emulate PSP on the N9. I'm not asking you to do it, but just wondering if it is possible. I'm guessing it would drain the hell out of the N9's battery life, but is the N9 powerful enough to do so?