Instructions
Turn your PSP battery to Action Replay mode by pressing the button on the back. A green light will light to the left of the button. To get to the device's button, you will need to remove the battery from the PSP.
Reinsert the card and restart your PSP system. Occasionally, the hardware and software of the PSP and Action Replay will not boot properly, causing the device not to work. Reinserting the device and restarting your system can give it a fresh boot while ensuring the device is snugly attached inside the console.
Update the firmware of your PSP. Many PSP Action Replay devices require the software on your console to be updated. If it is not, the device likely will not work.