Great to hear that it worked.
About updates, if you're currently on 3.02 OE-A, you can update to 3.02 OE-B:
http://lan.st/showthread.php?p=1135It's not an .exe install but it's very easy (copy/paste and run a program on your PSP).
About tools, there any many decent homebrew apps to have a look at; iR Shell v3.1 is one of the best all-round apps, it let's you multi-task, manage your files, read TXT/PDF books, play MP3 music, watch PMP/AVC video, among other things. Then there are many good emulators; such as DGEN (Sega Genesis), NesterJ (NES), gpSP (GBA).
But as you're on 3.02 OE; you can pretty much do anything already:
- play real UMD games (which require at least up to 3.02 firmware)
- play real UMD videos (region-free)
- play ISOs (backed up UMD games) from the Game section of the XMB
- run homebrew that uses the 3.02 kernel (put it in "ms:\PSP\GAME\", where "ms:" is your PSP memory card drive letter)
- run homebrew that uses the 1.50 kernel (put it in "ms:\PSP\GAME150\"); almost all homebrew goes here
- watch MP4 videos (put it in "ms:\VIDEO\" and it will come up in the Video section of the XMB)
- browse the web using the Internet Browser
- play PS1 games using the official Sony emulator
3.02 OE also has some other useful features; including:
- preventing accidental firmware updates
- recovery mode (hold the "R" shoulder button when booting)
So basically, you're pretty much all set.