You need a copy of a Game Gear emulator (like MEKA) and the Phantasy Star Gaiden ROM to play this.
Also, if you want to hack savestates you'll need the program for it. For the emulator, I suggest
Zophar's Domain. As for the ROM, you can probably find it by searching Google. Search for "Hex Editors" here for a good hex editor (I use Hex Workshop).
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