Things You'll Need
Instructions
Insert the PSP's memory card into the computer's memory card adapter. Double-click the "Computer" icon on the desktop and double-click the "PSP" drive to open it on the computer.
Right-click the "CSO" file on your computer that you intend to play on your PSP and click the "Copy" option from the context menu that comes up.
Right-click the "ISO" folder on the PSP memory card and click the "Paste" option from the context menu that comes up. The CSO file is installed.
Pull the PSP memory card out of the computer's memory card adapter and insert it into the PSP. The game will have an icon on the PSP menu. When selected, the game starts on the PSP.