The game could not be started 8001002 - Sony PlayStation Portable (PSP) Console

What game? u need update not only game, but and ur computer (net frameworks, direct 9c, visual C++ 2010)

check that all requires software is installed. Is the graphics card driver updated to latest version? Does your machine meet the minimum required spec.
Is directX installed. How about flash and quicktime and also shockwave. You are almost certainly missing a fundamental necessity if all games are not starting

What game is it?

To get all the starters (Bulbasaur,Charmander, and Squirtle), you will need two Game Boy Advances and another Pokemon GBA game. Start with Bulbasaur, then trade it to your other Pokemon game. After that, start a new game. Start with Charmander and trade it. Then, start another new game and start with Squirtle. Keep Squirtle and catch two Pokemon that you do not want. Trade them for the other two starters you traded to your other Pokemon game. You will now have all three starters.

- Game hasn't been inserted in the MS properly.
- Your PSP version is not 'high' enough, to play the game.

hmmm.........???!!!

if the game is on your memory stick, then you will need to have custom firmware to start the game

Maby fix the game. You tube has videos that help fix games.

may be ther durty or scracht

Did you run the installation package you downloaded? What game is it? Once everything is installed you should be able to start the game from your start menu.

If there was no CD then you should have returned the game to where you bought it to exchange it for another box.

You might want to start with trying to tell us what you were trying to do when the error occured... Anything involving a headset or playing Madden 08?