There are so many things wrong with this, let me break it down.
1) PSP uses UMD discs while the PS2 uses standard CD-ROM disc.
2) The PSP is a portable game console, the PS2 is just a console.
3) The PS2 has a 64 bit, 294.912 MHz processor, the PSP? Clocked from 1-300 MHz.
4) THE ONLY way you could probably do this is to port the game yourself or use homebrew software to emulate a ROM that someone has already made, which I doubt you are capable of.
The statement was foolish.