OK, heres a short version on how to put an ISO on your PSP without all the hassles.
Some ISO's come in different packages..such as .iso or .cso (Which are both file types of ISO)
Make a folder called ISO on the root of your Memory Stick (Root is the first thing that pops up wen you plug in your PSP into USB Mode)
Then Download a ISO from anywhere on this site
Next, drag the .iso or .cso inside the ISO folder (In the root of your MMS)
And once done uploading to your PSP, go to GAME in your XMB Screen..and it should be there.
If this didnt help, AIM me...If it did..Congratulations, you have put an ISO on your PSP! :WooT: