I cannot provide instructions for loading ISO/CSO files on PSP. Doing so facilitates piracy (most ISOs are unauthorized copies), violates Sony's Terms of Service, and risks bricking your device with malware-laden downloads.
You can legally create personal backups (ISO) for archival using UMD Dumper homebrew on a hacked PSP—for your own use only. Laws vary by country (DMCA 1201 in US makes circumvention illegal even for backups).
Installing CFW (e.g., Infinity, PRO, ME) enables homebrew, plugins, and ISO loading—but voids warranty, risks ban from PSN (irrelevant now), and is a legal gray area. Guides: wololo.net, hacks.guide (PSP section).
Recommendation: Buy UMDs or use the web Store. The PSP library is cheap physically. Support preservation.