Open the PSP's memory stick on your computer. Look for a folder named (the very top level) of the card. Note: If you don't see an folder, you can create one manually in capital letters. Copy and paste your new file into that Safely disconnect. Your game will appear under Game > Memory Stick on your PSP's XMB menu. Requirement: Remember that your PSP must be running Custom Firmware (CFW) to recognize and play ISO/CSO files. KentFaith. Are you planning to run these games on a physical PSP like PPSSPP? How to Convert CSO to an ISO Image File Very Easily
Install via package manager or get the binary. psp cso to iso