Is the game for this should be .CSO? - Sony PlayStation Portable (PSP) Console

There are two ways to install games on your Sony PSP (Play Station Portable).

The legit way is to buy original UMDs and insert them in your PSP and game on.

For the not-so-affluent, you can install Custom Firmware (CFW) on your PSP and thendownload games off the internet and copy them to your PSP and play them.
Play ISO / CSO Games on your PSP

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1. Install Custom Firmware:

- There are scores of tutorials on the net on how to do this. The easier way out would be to go to any console shop, and get your PSP modded with CFW for around Rs. 200 / $5.

- A detailed tutorial on this coming up soon.

2. Download the Game ISO / CSO.

- Next, search for the game you want, and download the ISO / CSO of the game from torrent sites or any warez forums. Most of the times, the ISO / CSO is compressed into a RAR file so you will need to extract it first using WINRAR.

3. Copy the ISO / CSO to your PSP

- Connect the PSP to your computer using the data cable and goto Settings > USB Connection.

- Open your PSP drive in My Computer, and goto the ISO folder. If it isn't there already, create a new folder and rename it to ISO.

- Copy your ISO or CSO files to the ISO folder and disconnect your PSP from the computer.

4. Play the Game on your PSP

- Goto the GAME icon > Memory Stick and select the Game you just copied. Press 'X' and game on.

Note:
1. You need to have CFW (Custom Firmware) installed in order to use ISO / CSO games on your PSP. The latest version of CFW is 5.00 M33-4.
2. The latest PSP 2004 with TA 088 v3 chips and the PSP 3000 aren't moddable yet.