Burnout was the first game I got for the PSP, its one of the earlier games for the system and is basically a port of burnout 3 with some of its maps and some from the earlier games.
Very fast racing where the more dangerous you drive, the quicker your NOS 'recharges' and the faster you go, driving even more dangerously.
I really liked it, the load times are rather long though and it managed to crash the PSP once or twice.
Review of the game.