Alright, I've completely figured out how to play PSX games... But I can't for the life of me find a tutorial on how to play PSP image files on my PSP.
May I please ask for assistance? Thank you so much. <3!

make a folder in the root of your memory stick named ISO and you put psp games in there if you are on custom firmware.

Thank you very much

Please excuse the double post, but once I put it in ms:/ISO/ how do I START the actual game?
Thanks.

Go to the "Game" section of the XMB, go into "Memory Stick", scroll and press X on the game.

I can play ISO easy enough but i can play compressed ones JSO, CSO and DAX, ive put them into the ISO folder but they are not even recognised by my psp, no display nothing, not even corrupt data...

anybody else had this problem??

I know CSO works because all my games are CSO files.
I don't think that JSO and DAX are supported without a plugin or something.

The CFs out now will only play .cso and .iso files. However, you can download a simple converter to change .dax to .cso. Just search google and you'll find many.