Instructions
Connect your CFW PSP to your computer via the data cable. Go to the settings menu on your PSP and select the "USB Connection" option for your computer to detect the PSP. The contents of the PSP memory card will be displayed.
Copy the CSO game to the "ISO" folder in the root of the memory stick. Create the folder yourself if it is not present by right-clicking and clicking "new," then "folder."
Disconnect the PSP from the PC. Press the "select" button on your PSP to bring up the custom firmware menu. Use the directional pad to scroll down to "UMD ISO MODE" and press forward until the option "M33 driver" appears. Press "select" again to close the menu.
Use the directional pad on the PSP to scroll through the crossbar options until the "GAME" tab is reached. Underneath it the words "Memory Stick" will be shown along with how much free space is on the stick. Press the "X" button to bring up a list of CSO games on the memory stick. If you receive an error or blank screen the game might require a newer version of custom firmware in order to run. Check the exophase website to see if your custom firmware is up to date.
Press "up" or "down" on the directional pad to scroll through the list of games. Press the "Start" or "X" button to start the CSO game you want to play. Press the "Home" button then select "Yes" if you want to quit the game.