The XMB cannot be accessed directly within a game but the PSPgo does feature a Pause Game option. If you need to access the XMB during a game. Press the PS button and choose [Quit/Pause Game], then select [Pause Game] to save the game to temporary memory. You will be able to XMB and then resume the game from where you left off.
To resume the game, go to the [Game] menu on the XMB and select [Resume Game]. The game will continue from where you paused it. You can play another game while there is a paused game, but pausing another game will overwrite the previous paused game.