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Use a USB cable to connect the two systems.  ” If you don't see a folder called ISO, press Ctrl+⇧ Shift+N (PC) or ⇧ Shift+⌘ Cmd+N   to create one.  Make sure the name of the new folder is in all capital letters. Start your game as you would any other.  You may need to restart your PSP to see your game. If you don't see the game listed, it's likely that you don't have a “hacked” PSP3.
Connect the PSP to the computer. Turn on the PSP. Navigate to the Memory Stick folder and then double-click the subfolder called "ISO. Open the Games folder on your PSP to find your game.