Converting saves from 0.8 to 0,9

[vsub_]

You can't use save states created by old version(depends on how different is the current version you use compared to the version you used to create the save states)

Use the game normal saving function to save your progress and then continue on the newer ppsspp version by loading your normal game saves

Save states are just extras,your should never rely solely on them to save your progress(except when there is some kind of bug that don't allow you to use the game saving function)