If you have a PSP with official FirmWare or you BRICK it, and wanna install/re-install a CustomFirmWare, you need to DOWNGRADE your PSP. The safest way to do it, is with PANDORA trick. The main reason why people install a Custom FirmWare into them PSP is, because they could play games through MemoryStick.
To manage it, you need a "MAGIC MEMORY STICK" and "PANDORA BATTERY".

MAGIC MEMORY STICK: its the easiest step, all you have to do is follow PSP Pandora Deluxe or Pandora CMD Guide both working, you chose which follow.

PANDORA BATTERY: it could be done by 2 ways, HARD MODE or SOFT MODE (you desice which one will follow). Also you could use FAT or SLIM (psp) battery.

• HARD MODE: could be done with FAT(psp) battery and with SLIM (psp) battery, just need cut somethink inside of battery ( if you leave your battery PANDORA by HARD MODE, this not affect your PSP negative or your battery).

• Slim battery: cut red market cable.
  Tip: At the end, when you finish your Downgrading, you could replace the space between cables with a pen (just mark it a little).
  

• Fat battery: cut red market "Chip leg".

• SOFT MODE: could be done, only with FAT (psp) battery, and it nessesary a PSP (second PSP) with Custom Firmware (because, you will need run a program, and FAT (psp) could did it).

When you finish it, put the Magic Memory Stick into PSP and then Pandora Battery and your PSP should open automaticaly (you will see POWER led and WiFi led flashing). Thats all, now you could install a x.xxm33 Firmware.

PS: Dont forget to FORMAT your FLASH 1 to reset settings at the end. ( when you complite with DOWNGRADING, turn your PSP OFF, OPEN it and HOLD the R button, you will open RECOVERY menu from there ADVANCED -->  FORMAT FLASH 1 AND RESET SETTINGS).