No. Theres no such thing as Playstation ROMS, only iso's which you can create from your disks or download like you would with PS2/Xbox/GC iso's
It is highly ilegal. ROMS are basicaly a chip which contains some software which is effectively the boot strap. With emulators you can load the software from a file rather than the actual ROM chip.
This program is of course copyrighted, it is what stops Mr Bloggs and Co from making Apple clones.
Edit ROMs can be cartridges as well, they basicaly overide the machines own bootstrap chip.
If you switch on a playstation without a CD then that is the ROM.
Of course CDs are a form of ROM as well.
On PCs the ROM is the BIOS.