Is there a difference between downloading PS1/PSP games directly from pkgj and doing externally through the laptop?

So far all the PSP/PS1 games I got are using my laptop and manually transferring the files in my vita. As I was looking through pkgj I saw the options for PS1/PSP and I was wondering if there are any differences or risks. Also, if I download from pkgj will the game go right into adrenaline or will just make a game bubble?