Steps that I use to start RemoteJoy:
1) Start up computer & PSP with the proper plugins enabled but do NOT plug your PSP in yet
2) Start Start-USBHostFS_PC.bat
3) Start StartPSPSH.bat (idk if this does anything but i run it just in case)
4) Start up one of the four options for screen display
5) On your PSP, start the game. If your game uses an autoload feature for the savegame data, try waiting until that has loaded and then plug your PSP into your computer. If nothing shows up, try pressing F4 a couple of times, that's an idea it had in the readme.
If this doesn't work, make a step by step list of everything you do to start RemoteJoy and I might be able to figure out what's going on.