For a start I already told you the the PSX games need to be EBOOTs to run from the PSP. ISO's are for PSP games. I'm not sure why you are finding it so difficult. InsaneNutter gave a step by step guide, I followed it and it only took about 20 minutes and that was mainly reading. Before you do anything with PSP games you need to follow the guide on the previous page. Confirm you are on CFW with a picture on here and then we can help you further. You may not be able to permanently install CFW which means you will have to run the CFW file everytime you turn your PSP off.