If you are going to part with hard earned cash use it to buy original games.
These pay for PSP download sites sound like a rip off.
In order to run non official PSP software on your PSP you need to have a PSP with firmware 1.5 or lower. If you have upgraded your firmware you may be able to downgrade but it depends on the version of the firmware you are now running and the motherboard in your psp. Be aware this is not supported by Sony and if a downgrade fails you may end up with an expensive paperweight. Once you have downdraded then you will be able to run homebrew software and having an earlier firmware wont stop you running newer games as there is an emulator for the latest firmwares called DevHook.
The above regarding firmware is incorrect im afraid.Current firmware to run non-official psp software is currently at 3.02 OE-B.
The update is unofficial and almost certainly not legal and is done at your own risk but it is fairly easy with the site listed above offering step-by-step tutorials.
It pays off big style too via bit torrent allowing free(also illegal) downloads of psp games and also ps1 games converted for psp play.we have 2 of the original crash bandicoot games and they are brilliant on the psp !
dont quite understand the techno stuff but it sounds as though i'd be better off not doing it, its realy films more than games i'm after as the umd dont seem to be the films i'm interested in. i have bought a bigger memory card so will have to try putting them on myself. thanks to you both for answering