There are places where you can downlod free PSP game save . These save game files can then be transferred to your PSP, and you can play the game from your PSP’s memory stick. Assuming you have obtained a game save (either you or your friend had save it earlier or you download free psp game save from somewhere), all you need to do is to follow the simple steps outlined below to start playing the games again.

What You Need To Have :

PSP Console
Memory Stick Duo (enough space to hold your game save file)
Save game archive file
USB Mini cable
PC running Windows with a free USB port

Step 1: Unzip Your Game Save File.

You can get game save for different sources. It can be the game you have saved to emergency purposes.
Make Sure You Have Your Game Save File in your computer already. If the Game Save is in ZIP format, you need to unzip the file.
After unzip, you will see a folder looks like:
"ULJM05006_DATA" (this is just a sample only, the actual name could be different).

Step 2: Connect Your PSP To Your PC.

Once properly connected, you need to use File Explorer to go into the PSP folder of your PSP. Just like exploring any folders in your PC. At the top level, you should see these folders:
MP_ROOT, PSP

You need to go into "PSP" folder. In there, you will see these folders:
GAME, MUSIC, PHOTO, SAVEDATA

Go into "SAVEDATA"

Step 3: Copy The Game Save Into The "SAVEDATA" Folder of Your PSP.

You will have to copy your game save into this folder. Go back to where you have unzipped the game save. In this example, the sub-folder name is “ULJM05006_DATA”. Highlight the whole sub-folder and “copy” and paste inside the SAVEDATA folder.

You need to be careful not to over-write any sub-folders inside the SAVEDATA folder. For example, you you already have "ULJS00002" and you game save name is the same, make sure you do not over-write it. Rename the original sub-folder first before you copy over.

Here you are. All Done! Disconnect your USB and you are ready to play the game on you PSP. You should be able to go into your PSP game console and load your game from SAVEDATA.

Courtesy: Ray summer