The PRX has to be built separately otherwise it wont build at all,

Try looking in the SysPsp/MediaEngineprx directory and type make then
try the main make file

You will also get errors related to VectorTnL and VectorClipping files

you have to alter the makefile where ever they are located and change
them to this
	Source/SysPSP/HLEGraphics/VectorClipping.S \
					Source/SysPSP/HLEGraphics/VectorTnL.S\

It will then build as normal.

Wally