Spyro: Dawn of the Dragon was not released on PSP. Platforms:
Note: Enter the Dragonfly is a PS2 game; the PSP has no native Spyro titles beyond A Hero's Tail.
Check eBay, Amazon, or local retro shops for A Hero's Tail UMD. For Dawn of the Dragon, you'll need a PS2, Wii, Xbox 360, or PC.