If you find a "Forza Motorsport 4" file for the PSP, it is typically one of the following:

Leo lay on his bunk, the blue light of his PlayStation Portable (PSP) illuminating his face. He wasn’t playing the standard UMD release of Gran Turismo . He was deep in the underground world of ISOs—ripped game files played on custom firmware.

is a 2011 racing simulation developed by Turn 10 Studios and published by Microsoft Studios.

When looking for PSP games, always stick to reputable emulation communities. If a site promises a "port" of a modern console game (like Forza , Halo , or God of War 4 ) for the PSP, it is almost certainly a scam.