Nice, definitely a useful thread for newbies and should be stickied.
I think it needs to be clarified that if you want to run the 32-bit version of JPCSP, you need to use the 32-bit version of the Java Runtime Environment even if your operating system is 64-bit. To run the 64-bit version of JPCSP, your operating system must be 64-bit and you must use 64-bit Java.
Also, some games use a certain audio format called mono Atrac3+ for voices and sound effects which requires additional software to be installed. If some of your games have missing voices or sound effects when playing on JPCSP, then you need to install Sony Sound Forge and Mono ATRAC3PLUS Autoplay Assistant tool to get those missing voices and SFX to play. Details on how to do this are available here: http://www.emunewz.net/forum/showthread.php?tid=5293
I think it needs to be clarified that if you want to run the 32-bit version of JPCSP, you need to use the 32-bit version of the Java Runtime Environment even if your operating system is 64-bit. To run the 64-bit version of JPCSP, your operating system must be 64-bit and you must use 64-bit Java.
Also, some games use a certain audio format called mono Atrac3+ for voices and sound effects which requires additional software to be installed. If some of your games have missing voices or sound effects when playing on JPCSP, then you need to install Sony Sound Forge and Mono ATRAC3PLUS Autoplay Assistant tool to get those missing voices and SFX to play. Details on how to do this are available here: http://www.emunewz.net/forum/showthread.php?tid=5293