Once your done downloading a psp game from our huge psp iso database you should follow the following steps to play it on your PSP.
Requirements: PSP with custom firmware on it.
Connect your PSP to your computer via USB cable. Open the Newly popped up drive of your PSP. You can now see all the folders on your PSP Memory Stick (PSP, MUSIC, VIDEO, etc.).
Double click on the folder ‘ISO’ on the Root Folder (top-most) of your memory card. Then you can copy any game which you have a back-up of on your PC into this folder and you are ready to play.