I've got the EU version of PSP Lemmings. The online server didn't go offline for us per se, so much as the entire network we used was retired.
I thought I'd hate the music, but now I like it better than the original because it's less distracting while at the same time very charming. I had never passed any levels past mid-Tricky, and yet on the PSP I passed everything no trouble. I was quite happy.
You can still share levels, you need to copy the save file. However, if your save file belongs in slot one of the list of save data, then it will appear there for us too. Be sure to mention that.