A French site, has released a tool, that lets us launch games straight from the XMB, here is a quote from the site, translated via Google Translate:
Following the release of Small Loader by TheTool, some found it difficult to configure files to create the installable. Pkg (or thought it was pain).
Here is a Windows utility that is designed (hopefully it reach you) to simplify the task.
You will need to install anything before the MSYS environment.
The archive does not contain the file make_package_npdrm.exe required to compile because the copyright (or something stupid like that).
I placed a file ICON0.PNG, you can substitute one of your choice.
I released soon sources.
Thank you to the beta testers.
Here some videos: