About my PSP CFW? Help please?

Uhh, im a noob when it comes to technical software, so uhh, i have a psp that was given by my brother, it has 4.00 CFW. If i upgrade it to the latest, the 6.39, can i still play the early released games? I mean, do psp games have a CFW requirement? For example, i play tekken dark ressurection now on my 4.00 CFW, if i upgrade it to 6.39, can i still play it? Thanks so much!