first open your psp folder then you should see a theme folder drag the theme in to there if not create a new folder in capitals called THEMES in the psp folder.
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http://www.psp-themes.net/ Place theme.p3t (or .ptf) file in X:/PSP/THEME/ folder and select theme from XMB->Settings->Themes X is your psp USB or PSP media card Or Download Only theme file directly from your PSP internet browser.
AnswerFirst of all, you have to get a USB cable for psp (usually usb cable can be use from any device). And also download a theme Secondly, connect the psp with the camble and the cable with your computer.Then, on PC go to "My Computer" and open the device.There you will find a folder called "psp", open it.There maybe you will find a folder called "Theme". If note create it with this name!Paste there the themes.Now disconnect the psp and go to settings -> Theme Settings -> Theme.Click it and there you will find the themes. Just click apply!
You put games in the ISO folder.
you can put portals of psp on it
you need to update it like by putting new games that have higher update versions and your psp will be updated and you will get cool stuff like the tasty treat theme.