wat version of ur psp or FW?
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emm you put a game into your PSP ???

is it UMD or MSPD

MSPD

please check your FW version at System Setting

if your PSP says it 3.XX M33 you can play it right away

just put your ISO/CSO in a folder name ISO in MSPD root

if your PSP says 3.XX,it means you have OFW..you need to downgrade it first

UMD

eject your UMD and put it back on..wait for a few seconds

there should be an UMD icon in the game dropdown

if not,turn of your PSP,remove your battery put it back on and check whether the icon appear or not

just my 2 cents

p/s: just followed the user guide given in the box,you should be fine
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just go to game sharing
the save game utility is where the game that you already played been saved.
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well i'm a newbee here & don't know much bout consoles so want an informatio reg psp i've purchased a dvd handy cam of sony wat i want 2 know is whether dvds made from that handycam be playable on the psp since the slot in the psp is of the same size as that of the dvd's itself ie 8 cm dia plz guide me
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@gaurav .......as far as I know u cant play ur handy cam dvds in PSP even though they are of almost same size.
Psp uses UMD disks .....they are not DVDs while handy cams use mini-dvds which r our regular DVDs but they are of small size while PSPs dont use mini-dvds.
UMD(Universal media disk) is a different format disk of its own which is nowhere similar to dvd or a cd ........so ur handy cam DVD may not work.
I hope u got the point.