You can download a manual from the main sony psp web site (google it). Also have a look at this FAQ "HERE". It should answer some of your questions.

But if you want to play games from your mem card, you will have to install a custom firmware. The only way to install a custom firmware on a psp (after v3.51), is to use a pandora’s battery. Have a look in the tutorial section for some guides on how to make one.

could u pls help me out i just got a psp and i dont know anything about it and i dont have the manual