How do I play downloaded games on a psp?

How do I play downloaded games on my psp? I downloaded one onto my memory stick in the GAMES folder and it didn't work. Should I get an empty UMD and try it?
Thanks in advance

 

I think you need to get someone to modify it so that you can play downloaded one right?

 

First of all , You don't need an Empty UMD to play downloaded games .
Which psp firmware are you using right now???
You have to downgrade your PSP .
To play downloaded games , you need to have either 1.50 or a custom firmware.
Lemme know and I'll help you out

 

You have to be on custom firmware, what version is your psp

if you have a psp slim it is very difficult to do, if you have a fat one then it can be done

 

It depends on the PSP version you have.
try to downgrade

 

It's 3.7.11 . Any help in downgrading is appreciated. I have no idea how to do it