Aww, bummer. I’m sure I could get a PS2 emulator up and running, but I don’t think it would be worth it just for Burnout 3

Classic! I should re-buy this on steam so I can play it again.

I’ve seen this pop-up before on my android phone. I think it’s something to do with your app (i’m not sure from your screenshot whether that’s a browser or a client app like Sync) not having permission to access your media files. You might be able to give that app media/file permissions in your phone’s settings and that will stop happening.