Instructions
Open the UMD door on the back of your PSP. There is a small tab on the door, which you can use to pry it open.
Insert the "Naruto Shippuuden: Legends: Akatsuki Rising" UMD into the PSP. The rounded edge should be on the bottom and the shiny side of the disc should be facing into the PSP. Close the UMD door.
Turn on your PSP. Give the system a moment to load, then navigate to the "Game" sub-menu on the PSP main menu. Scroll down to the "Naruto Shippuuden: Legends: Akatsuki Rising" icon and press "X" to launch the game.