when you download the games they should be in iso, cso format. if you download in rar they may be in the rar. You only have to connect the psp to the computer by the usb link and then copy the iso-file in the map iso. the map will show up when your psp is connected to the computer.
by the way. you have the 3.03 Oe-c and i dont think that this firmwere can play all new isos so i think that you first should update the firmwere to 3.52 M33-4 or something .