you can Ive developed stuff for the PSP and if you want proof I could make an NGU eboot or something. But it IS possible to run a smaller version of windows 98 and let me say its extremely slow. Also you could get a version of Linux which runs a lot faster.
you acually can get the real windows on it you need an pc emulator to do it but someone did it and recorded it so slow it took 15minutes to open the start menu
Vista for PSP is impossibe considering that the psp has only a little bit of ram and is based on a XMB.
However...
There is a thing called PSPVNC and what it does is it can connect to your computer by wifi and you can control everything like you would normally.You can even play World Of Warcraft.
Problem is, is that it is a bit slow and all it does is basicallly send pictures from your computer to your psp.The analog stick is also the mouse and you can type stuff in by the text box thing.