Instructions
Go to the PSP ISO website, then click the downloads listing in the left side menu.
Click the PSP ISO/CSO link on the downloads page. This will open up the listing all the available ISO downloads.
Click the link for the desired ISO add-on game, then click the download file button. The file will automatically download to your computer.
Plug the connection cable into the USB port on your PSP, then plug the other end of the cable into an available USB port on your computer. A folder for your PSP will automatically open on your computer.
Drag-and-drop the downloaded ISO add-on file into the ISO folder, which is inside the PSP folder.