Loading commercial ISOs on any firmware requires **Custom Firmware (CFW)** and constitutes copyright infringement if you don't own the original UMD. It also risks bricking your PSP or exposing it to malware.
You can legally create a personal backup ISO using a PSP with CFW (e.g., 6.61 PRO-C2) and the UMD Dumper homebrew app, then run it on 5.02 via a compatible loader. Research your local laws first.
Stick to official and homebrew content to keep your PSP safe and legal.