Firmware Compatibility: Different firmware versions are compatible with different file formats. The more recent the version you have, the more file formats you'll be able to view. Use the tutorial linked below to find out which version of the firmware you have, then check the firmware profiles to find out more about file compatibility. Article.
https://www.lifewire.com/psp-supported-file-formats-2792717
Double-Click on the ISO and voila! The contents of an ISO file will be mounted automatically onto a virtual drive and you get access without using any third-party software, like Daemon Tools. After you're done with the ISO, right-click on the virtual drive and click Eject. That will unmount the image from the system.
https://www.quora.com/How-do-I-use-an-ISO-Game-File-to-install-a-game
Before you can open a GAME file, you'll need to figure out what kind of file the GAME file extension refers to. Tip: Incorrect GAME file association errors can be a symptom of other underlying issues within your Windows operating system.
http://www.solvusoft.com/en/file-extensions/file-extension-game/
This topic explains how to create new file types and how to associate your app with your file type and other well-defined file types. Files with a shared common file name extension (.doc, .html, and so on) are of the same type. For example, if you create a new text editor, then you can use the existing .txt file type. In other cases, you might need to create a new file type. This topic is organized as follows: Public and Private File Types.
https://msdn.microsoft.com/en-us/library/windows/desktop/cc144148(v=vs.85).aspx
After you have winrar installed you need to find the first file in the set. If your files have an extension that begin with r (like vortex-gmm.r01 etc) then the first file in the set will always be the file with the extension of .rar. If you have a set that have extensions that are just numbers (like .001, .002, .003 etc) then the first file in the set is obviously .001. Once you find the first file in the set and after you have installed winrar, you simply use the right mouse button and drag that first file to a blank spot in the window.
http://forums.afterdawn.com/threads/tutorial-what-to-do-with-files-r01-r02-001-002-etc.581475/
Install PowerIso software and open the game file with it.You will be able to open the Iso file like any other file and then you can install the game without any Issues. You can download the software from the below link and follow the instructions for Installation.
https://www.quora.com/How-do-I-use-an-ISO-Game-File-to-install-a-game
In the case that your GAME file doesn't open, it is highly likely that you do not have the correct software application installed on your PC to view or edit GAME file extensions. If your PC opens the GAME file, but it's the wrong application, you'll need to change your Windows registry file association settings.
http://www.solvusoft.com/en/file-extensions/file-extension-game/
PL/SQL Server Page files can be saved to any other text-based format using Notepad++. Tip: Some programs let you rip, or copy a PSP (PlayStation Portable) game to an ISO file. If you need to convert that ISO file to a CSO file, you can use Format Factory.
https://www.lifewire.com/psp-file-2622196
If not, then you can open My Computer (or Windows Explorer) and double-click on the virtual drive to access the contents of the ISO. The name of this virtual drive will probably be shown as Max Payne (X:), where (X:) is your virtual drive. Find the setup (.exe) file for the game inside this drive.
https://www.quora.com/How-do-I-use-an-ISO-Game-File-to-install-a-game
A file with the PSP file extension is most likely a Paint Shop Pro Image file. Similar to Photoshop's PSD format, PSP files can store guides, layered images, and other things common with advanced image editing software. Versions of Paint Shop Pro (PSP) newer than PSP 8 use the .PSPIMAGE file extension instead. Some PSP files may instead be Photoshop Preferences files that store settings for Adobe Photoshop. For example, there are a Brushes.psp, Patterns.psp, and Styles.psp file to store settings specific to those functions.
https://www.lifewire.com/psp-file-2622196
what file type do you use do you use for psps games
You can use ISO file for PSP games.  You use ISO file if you play PSPS games .