I installed it on my PSP with custom firmware, but have yet to play it. I'm a bit apprehensive, cause I don't want to beat Megaman Legends 1 and 2 and then feel sad that 3 never came out.
Well, after 2 you always can play Misadventures Of Tronn Bonne to ease your feelings. It's lighter than the other two games so it can work as a nicotine patch. 