Extreme Newbie Problem

[Locairin]

Okay, here's the problem...I downloaded Tony Hawk 3 for the psx. First problem is, it's supposedly in PAL format. Now I read all the conversion stuff, but I don't HAVE a .ppf file, what I have is a .mdf file.
Now, being new to copying games, I just burnt the .mdf file directly to cd, but it seems that I have to burn it in a .bin format, SO, I converted the .mdf file to an iso, and then the iso to a bin....follow me?
Now I'm going to try to burn the .bin file to a cd and see if that fixes my little problem, but wait! what if it's still in PAL format!!!??
Well I have no idea what I'm gonna do then, maybe throw the damn thing out the window!
So, on to my questions:
1. What format do I have to use to burn a DOWNLOADED game to a cd for it to be read by my psx?
2. can I convert the .mdf to a .ppf so I can then convert to a ntsc format?
3. What the hell did I start doing this for in the first place...I have a headache