First of all you'd need to install the CPS2 Emulator which is in devels atm so Install at your own risk.

Heres the direct link to that Emulator

Also you need copy your zipped ROMs to the /MyDocs/ROMs/CPS2 folder on your N900 after you have installed the game.

The game your looking for will most likley be on www.rom-world.com. If not snoop around and i thing the game your talking about is called "Street Fighter"

Let me know how you get on.

I would seriously recommend backing up everything too. You don't need to do your music pic etc. That's safe just the main things.