On your PSP home menu (XMB), navigate to Settings > USB Connection .
PSP game saves are organized into folders labeled by a . For example, the US version of Dragon Ball Z: Shin Budokai - Another Road corresponds to the ID "ULUS102340000" . These folders are typically located on your PSP's memory stick within the directory: PSP/SAVEDATA . dragon ball z shin budokai 2 psp save data
If you download a save file and the game says "Corrupted Data," it usually means you have the wrong region save file for your specific game ISO. On your PSP home menu (XMB), navigate to