this is what happens when you download from the PSN store(and mad you can d/l sfdm, ls too):
first your transaction, paying for it, now you can download it an infinite amount of times(i think atleast 5), then it download the files(duh), twords the end of the download you will see "activating", what that does is it store a file called act2.dat in the flash 2, now i would bet you updating firmware?(CFW or OFW), to fix it, all you should have to do is go download it again from the PSN store, another possibility is that you deleted the "LICENSE" folder from ms0:/PSP/LICENSE. not a good idea to delete that either, so just go download the game again, or if you have CFW installed, go grab an iso, in YOUR case its NOT illegal because you did pay for it on PSN, it just wont work......so an iso is completely legal for you.