Installing PSP ISO games onto your PSP
1. Connect your PSP to your Computer.
2. Enable USB connection on your PSP.
3. Copy the CSO/ISO file into the ISO folder on your memory stick.
If you don't have an ISO folder you will need to make one on your 'Memory stick' (e.g G:\)

4. Close the USB Connection and disconnect the USB Cable.
5. Scroll the 'Game' > 'Memory Stick' menu and you should see your ISO as one of the games on the menu.
6. Highlight your game and start it by pressing 'X' ('O' on Japanese PSPs) or the start button.