Problem in playing game in my psp

i have a psp (i dont know the model).i have downloaded a game (gta liberty city stories).now what to do so that i can play the game in my psp (when opened, it has files like a-gtalcs, a-gtalcs.002).I also have a god of war demo in .cso format. how to play that???
Thanx in advance!

please guys help me or else my cousin will eat my brains out!!!!!!

guys please help me out!!!! no reply till now