Downloading games but not able to play them

I have been trying to get little big planet on my psp but i get the data but i can not play the game

If you bought it from the ps store you need to activate your system. This can be done by ps3 or in account mangement on your psp (The icon thats the box with a smiley face). If it is an iso/cso it must be a bad iso/cso

If you're playing an ISO/CSO on a modded psp, then you have to make sure your "UMD ISO MODE" is set to "M33 DRIVER" , if not try popping in a umd...
The solution depends on the error type actually so can you please give some more details, like the error number?

- DCM -