The biggest risk in downloading a "Naruto Shippuden Ultimate Ninja Storm 5 PPSSPP ISO File" from random websites (e.g., MediaFire, UploadHaven, or RomsMania) is malware. Malicious actors hide .exe files or ransomware inside "ISO" archives.
Install the latest version of PPSSPP from the Google Play Store or the official website. The biggest risk in downloading a "Naruto Shippuden