After downloading the ISO file, verify that it's not corrupted and is the correct file. You can use a file checker tool or compare the file's MD5 hash with the one provided on the website.

If you're using a PSP emulator on your computer, simply load the ISO file into the emulator.

If you're using a PSP console, transfer the ISO file to your device using a USB cable or a memory stick. Make sure to place the file in the "ISO" folder on your PSP.