Go to your PSP and hit the Circle Button. It will disconnect from your computer, and then you can test and toy with your applications. They should be ...
Ever wonder how your friend turned his PSP into a PDA or a calculator, or even a 3-D modeler? Find out how! (Requires Custom Firmware.)
Step 1: Hooking up your PSP.
First, connect your cables to your PSP and computer. Go to Settings --> Usb Connection to connect your PSP. Your computer will detect the PSP and it (should) automatically open the root menu of your PSP.