Pretty much what you have to do is install a thing called Custom Firmware. You can find this at
http://www.dark-alex.org/Before you do this you must downgrade it to the lowest possible firmware using one of dark-alex's downgraders. Then install custom firmware on it.
There is a small chance it can brick, meaning it turns on but there is nothing on screen. In other words, it's only use is a brick. If this happens you need a Pandora's Battery. This can also do the whole firmware process for you, but people only really buy this if they have a slim PSP's as you can't downgrade a slim without it.
Get a memory stick that is 512mb because you need that to downgrade. Other sizes either can't do it or have major problems.
I prefer slims as they are alot nicer, and they have video output and what not, but modding it was hell.
That was mostly my fault for not asking though.
