Could you tell us what game, your computer specs, and what version of jpcsp you are running?
A log is usually useful too
Please follow in this exact order.
1. Debug > Tools > Logger > Show Logger > Select 'INFO' from the pulldown menu.
2. File > Load UMD > Press Run.
3. Play the game like normal, wait for the error or crash.
4. Close Jpcsp, in the Jpcsp directory find 'log.html'
5. Compress the log with zip/rar/7z or similar archiver then attach the compressed log to your forum post.
OR If you use Jpcsp Launcher then you can just right click > Enable log. for the same effect.
(When you close jpcsp, it will automaticly compress all the needed log files for you, you just have to upload the pre-created zip file
)