Get a pandoras battery, (use google) upgrade to 4.01 m33-2, use psp pandora deluxe to make a magic memory stick then plug your psp in to youre PC, open your psp on the PC, create a folder called iso, then put the iso or .cso files you download into that folder. the iso/cso files CAN NOT be in folders inside the iso folder.
If you do all this then you should be up and running with downloaded psp games.
I have a psp slim so my method should work with your psp.
I have R type commands,
Echochrome,
Ace Combat X, and i am downloading Midnight Club L.A. remix next month.
Happy hacking