Step 1: Check Your Current Firmware Version
The custom firmware you put in your PSP depends on what firmware you currently have installed. To see what you have, go to "Settings» System Settings» System Information". I had version 6.60 (the most recent). After this, plug the PSP into your computer.
Step 2: Put Your PSP Into USB Mode
Settings» USB Connection
Step 3: Download CFW
Go to Google to find your version of CFW. When you find it, follow the instructions on the page to download it to your computer. For version 6.60, just go to this page and choose one of the sites: http://www.mirrorcreator.com/files/1RSWNU4X/660PRO...
**NOTE: I don't know everything about all the sites and I can't personally vouch for their validity. This is basic common sense, but I figured I'd mention it anyway.**
Step 4: Put the Package on Your PSP (Step 1)
Usually you'll have to unzip the folder you've downloaded. I recommend 7-Zip. When you're done with that, find the folder with "UPDATE" in the name. To make sure you have the right one, there should only be one file in the folder named "EBOOT.PBP". Right click this folder, and select 'Copy'.
Step 5: Put the Package on Your PSP (Step 2)
Go to 'My Computer' and select your PSP. Go to the 'PSP' folder, then the 'GAME' folder. Paste the copied "UPDATE" folder here. Close the window.
Step 6: Install the Custom Firmware (Step 1)
On your PSP, go to Game» Memory Stick. There should be an update program in here, if this program doesn't work, or shows up as corrupted, you may need to find another site to download your CFW from.
Step 7: Install the Custom Firmware (Step 2)
Follow the instructions the program gives you. Now you have updated your PSP with Custom Firmware!
Step 8: Check Your Work
To make sure your CFW installed, go to Settings» System Information
Step 9: Please Comment
Please comment if you like anything about this. It could be the humor, the pretty pictures, the degree of unhelpfulness, or anything. You can even tell me why you hate it. I don't care. Just comment. It's one of the steps. You have to now.