How to install homebrew apps?

I can't get any apps to run. I download an app (for ex. PSPWeather) which comes with two files: "pspWeather" and "pspWeather%".
If I place only "pspWeather" to PSP/GAME folder then I get a "Corrupted Data" icon.
If I place only "pspWeather%" and "pspWeather" to PSP/GAME folder then I get a "Corrupted Data" icon and PSPWeather icon but when I try to run it I get a message saying that The game could not ber started.
I have never installed any apps to my PSP so I am doing something wrong. Could you give me a basic idea of how most of homebrew apps are installed...

[DarkPacMan77]

Put both of the folders, "pspWeather" and "pspWeather%" in the GAME folder and then try to run them. If it doesn't work still, you might not have a custom firmware installed or you may need a 1.50 kernel add-on for your firmware.

-DarkPacMan77-

I tried placing them both but it still doesn't work. I get two icons where one doesn't run, the other is "Corrupted Data". I have 3.90 M33-2 firmware and a phat PSP.