I have noticed alot of people are making mistakes once they have downloaded an ISO game. Some people are putting it in X:\PSP/GAME But you should put them in X:\ISO Make sure you have a file on your in X:\ called "ISO" Place all games there, not in the "GAME" Folder.
To run ISO's/CSO's, you need a Custom FW, not a Sony FW. The FW must also be able to Run ISO's. 3.03 OE-C is probably the best around, in my opinion.
More Clearer:
Place ISO's?CSO's in the ISO folder!
Don't places ISO's/CSO's in the GAME Folder.
(X:\ = Your Drive Letter i.e C:\ )
Hope This Helps.
Remember, CSO's go in the same folder as ISO's