Things You'll Need
Instructions
Insert the UMD game into the PSP's UMD drive and press the "Select" button to bring the visual shell menu (VSH) up. Select the "USB Mode" option until it reads "UMD Drive."
Connect the PSP to the computer with the USB cable and the device will automatically go into USB mode. A window will appear on your computer. Click "View files." Right click the "ISO" file in the window that appears. Click "Copy."
Right click your computer's desktop area and click "Paste" to dump the UMD game onto your computer's desktop. Press the "O" button on your PSP to disconnect it from the computer.
Press the "Select" button and select "USB Mode" until it reads "Memory Stick."