Open ZArchiver, locate the file, and extract it. You will get an .iso file.

Some enthusiasts have dumped the PS3 textures into the PSP version. You replace the TEXTURES.INI file in your PPSSPP assets folder. This gives you:

Modders frequently take Naruto Shippuden: Ultimate Ninja Heroes 3 (an actual PSP game). They replace the original user interface, character portraits, and textures. This makes the menus and character select screens look exactly like Ultimate Ninja Storm 2 . 2. Saved Data and Character Unlocks