The Sly Collection/Gameplay

When the game boots up, you'll be in the main menu where you'll see the Cooper Gang van rolling along in front of various backdrops. Scroll left to see the credits or right to move onto the games. From this menu you can access any of the three Sly Cooper games as well as special Sly Minigames after you've played Sly 3.

Once you've selected a game, press psx: X to enter it and you'll play the port. Once you're in a game, it plays just like it's the only game on the disc, meaning you can't exit back out to the main disc menu to select another game. You will have to use the psx: PS button to quit the game and then go back in to choose another game from the disc.