So all those experts out there please help this fellow noob.
Okay I downloaded Lumines_USA_PSP-Dynarox and I don't know how to install it on my MS properly and get it to load. I tried almost everything I could with what I read on forums. I tried using Lumines.No.UMD.Check-XECUTER and Lumines Launcher but i keep getting that error. I don't think I put the files at the right place. Please help me. I'm using version 1.5 ! Thank you in advance!

Usually it's a process where you put the files from the disc onto the memorystick. Then follow the instructions that comes with the loader. Some loaders are more confusing than others so you'll have to work with them for awhile. A 1.5 PSP will require the two folders method to run the program.

I'm not getting this. I don't have a disc.. and yes will you please tell me this method with the two folder that would really help. could you please tell me where to put the game itself.. and then the loaders because I really don't have a clue. sigh*

your folder hierachy should look something like this:

/PSP_LUMI/ <- all the game data goes here. this could be named other things as well like PSP_GAME, etc. Since you are using the dynarox lumines, this folder should hover around 200MB.

/PSP/GAME/ <-two folders go in here. usually they are something like LUMINES and LUMINES%. these two folders are the loaders.