1)If the game is confirmed to play corectly witt the steps for others and for you it is not (like if you did every thing the same and you used same boot.bin same loader and same UMD in drive and same V 1.0 or 1.5 and it is still not working for you bt it is working for other)
2) Then you have to format your memory stick from the PSP it self and try again for that game and i iam sure 100% it will work as i had this problem amny time
Regards