The Sony PlayStation Portable (PSP) can play your PSP game backups from the PSP memory stick. PSP game backups come in the shape of ISO files. The ISO file is an exact copy of the PSP game disk that you have in your PSP disk drive. You can compress the ISO into a CSO file, which stands for "compressed" ISO file. This CSO file is still playable from the PSP memory stick. Before you can compress the ISO file, you need to first download the game off of your PSP game disk.
Insert your UMD game into the PSP and press the "Select" button. The visual shell menu will appear. Select "USB Device" until it reads "UMD Drive."
Connect your PSP to your computer, and select "USB Connection" from the main menu. A window will appear on your computer. You will see a single ISO file.
Drag the ISO file onto your computer desktop. This will copy the game file to your computer. Disconnect the PSP when the transfer completes. Press "Select" on the PSP, and change the "USB Device" back to "Memory Stick."
Download and install "PSP ISO Compressor" from the resource section of this guide. Open the program and click the "Input File(s)" button. Select the ISO file from your desktop. Click the "Output File(s)" button, and select a place to save the CSO file.
Click "Compress ISO->CSO" from the left side of the main menu, and click "Compress" at the bottom of the main menu. Your PSP ISO will be compressed into a CSO file.
Connect your PSP to your computer again, and this time when a window appears on your computer, you will see the files and folders on the PSP memory stick. Open the "ISO" folder on the PSP memory stick, and drag the new CSO file into it.
Disconnect the PSP from the computer when the transfer completes. Go into the PSP game menu, and you will see the game there. Select it to begin playing.
Do not download ISO/CSO files of games you do not own.