The real EDGE DS website is at http://www.edge-ds.cn and you should be able to download the right software from there. If you're using an iEDGE, make sure you're not using a fake - a few sites teaching you how to tell the difference in the related links section.
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A PSP uses very a very specific file download system and to do this you need to make sure it is a supported file. If you know that it is a supported file, make sure you have the most recent firmware (v5.02) then go to your Internet Browser and find the website that has your download and click the download link... Your PSP should ask you what to do with the download, Select save file and wait for the file to download... Once it is done, go to where you downloaded it on your home screen and open the file. If it says "Cannot open Currupted File" this means it is an unsupported file. (To get the new firmware update go to: Home >Settings >Network update.) You need a wireless internet connection to do this.
A torrent is a file that you download that links you to other peers who are sharing it, to download the file the torrent specifies. To download a torrent, you need a client such as utorrent. A psp torrent I am assuming is a .torrent file used to download psp games.
Easy.All you have to do is click download for the edge.dat and then when the download screen pops up click save and save it straight onto your edge.Not quite accurate, goto www.edge-ds.cn download the OS file for either the DS or the DSI depending on your DS, save to desktop as this will be a zip file. then insert your edge adapter (with memory card) and extract the zip file to the adapter.Also, be wary as to whether your iEDGE is fake or genuine - there are a lot of fakes at the moment that are annoyingly similar to the real thing when you just look at the packaging. Take a look at: http://www.nintendodsicards.co.UK/fake-iedge-cardsfor more information as to how to tell fakes from original cards.
gotta get iexplorer to do that download it for free then download a skin then overwrite the char file
if you mean on emulator you download the file from coolroms.com,after you download this you open visual boy advance go to file after go to open file and you will find the file you have downloaded click on it and play.