Also if all your PSX games are in this "PSX" folder on your external HDD, you can make a custom es_systems.cfg file that will tell EmulationStation to look at the external HDD for the PSX games.
(If you haven't already done this) you can copy es_systems.cfg to your local directory.
cp /etc/emulationstation/es_systems.cfg ~/.emulationstation/es_systems.cfg
Then edit ~/.emulationstation/es_systems.cfg and change "<path>/home/pi/RetroPie/roms/psx</path>" to
<path>/media/usb0/PSX</path>
(or where ever you have your external HDD mounted and the correct "PSX" folder)
Note: you want to do the local/custom version because when you update RetroPie, it will reset/override your /etc/emulationstation/es_systems.cfg. More information about that here:
https://retropie.org.uk/docs/EmulationStation/#editing-es-configs
