Instructions
Attach one end of the USB cable to the PSP's USB port and the other end to the computer's USB port.
Turn on the PSP and the computer. Wait for the computer to recognize the PSP console.
Click "Start," "Computer." Locate the PSP icon and click it. Locate the PSP memory stick and click it to open it.
Locate the ISO game on the computer that you wish to put on the PSP. The game file should end with the extension ".iso."
Copy the ISO file and drag it into the PSP Memory Stick icon. It should take a few minutes to an hour to complete the transfer (depending on the size of the file). Wait for the transfer to complete.
Remove the USB cable from the computer and PSP ports to disconnect them. Navigate through the PSP main menu to locate the ISO game you just transferred.