I've heard from many people that HOOK can play Generation of Chaos IV: Another Side, I personally have not tested it, but it seems possible... If anyone is interested, this would be one of the few rpg/rts playable on memory stick. However, you need a 1g stick as the game is pretty large, and I took a look at the iso and there's no realistic way to shave it enough for a 512mb stick.
o and the game is, obviously, in japanese, and it's pretty complicated so if you don't know japanese you probably won't be able to play it.
on the side note, I just personally verified that Sangokushi runs as well on HOOK (i know it's on the news section already).