Yes, first unrar your file. It should give you a file name end with *.CSO or *.ISO. Then you have to make sure your PSP is CFW-enabled. CFW mean Custom Firmware which allowed you to run homebrew or backup format of PSP games. How to do that, you have to do some research as it might turn your PSP into a brick. I suggest getting "professional" help from where you live. After you have both, put in a memory stick into the PSP. Format it using the PSP. it will help create all the necessary folder. Then, copy the ISO or CSO file into the folder called ISO in the memory stick. there, you are ready to go.