A CSO file as just like an ISO file a compression of a various of other files, in this case game files. These are the files you can copy to your desktop if you want to make a back-up of a certain PSP game in order to make sure you don’t lose it. Today they are also shared on the internet just like movies and music (usually found on PSP CSO download sites, where you can download full CSO files). Which means that you can easily find PSP CSO games such as GTA 4 (Sant Andreas), Star Wars, Call of Duty, Batman etc. on the internet.
To back-up your PSP CSO games you have to plug in your PSP using a USB cabal. Open your disk as a folder and go to the folder ‘ISO’. Simple copy-paste the files to your desktop and you are done.
To play a CSO games on your PSP you have to do it the other way around. Copy the game file from your computer and drag it into the ‘ISO’ folder. This is a very simple process and can be done be anyone.
Today there are tons of games for the Playstation PSP and they are usually using characters from the newest Hollywood movies, which makes it even more exiting as you get the chance to play a person whose character you know very well. Though this might sound great it can just ask well turn out to be a very bad cliché. As a personal advice, I would suggest you to try out the game on a friend’s PSP or in the store before you buy it yourself.
The PSP CSO download process is illegal and I can only advice you not to do so and only use this information to back-up your games.