Downloaded psp games wont show on my psp?

my psp is cfw 5.00m33-6 and i downloaded my first game from here http://www.youtube.com/watch?v=H0flwokAdus and i am told that if its an iso it should be going into an iso folder which i have, so i put it in the iso folder go check to see if its in games and no its not there, and not anywhere, so i have no idea how to do this, also if this could be the problem, i have powerISO installed, and thats the icon for the iso i put in the psp, so if anyone know what to do i would be more than happy to listen.