Usually, getting the 'Game Could Not Be Started' error, means that you are trying to play a game off the memory stick, but your PSP is running Official Sony Firmware. Sony (understandably) does not want you to be able to do so with any games save ones you buy from the Sony Online Store, or demos downloaded from the official PSP site.
To get these games to run on your PSP, you have to be running 'Custom Firmware'. In short, it has to be 'hacked'. This can be a complex process, and usually involves having a friend who has a 'Pandora Battery' (a battery that has been modified to be a 'jig-kick' battery, allowing it to access the service mode of the PSP, and allowing the firmware to be rolled back) and the necessary 'Magic Stick' (a memory stick with the files needed to revert the PSP to an earlier firmware). If you do not have such a friend, you will need to do some homework (online), and start learning how to make your own. Google 'how to downgrade my psp' for a start, and 'how to hack my psp' as well...
Sorry I don't have more cheerful news for you, and I wish you luck.
To get these games to run on your PSP, you have to be running 'Custom Firmware'. In short, it has to be 'hacked'. This can be a complex process, and usually involves having a friend who has a 'Pandora Battery' (a battery that has been modified to be a 'jig-kick' battery, allowing it to access the service mode of the PSP, and allowing the firmware to be rolled back) and the necessary 'Magic Stick' (a memory stick with the files needed to revert the PSP to an earlier firmware). If you do not have such a friend, you will need to do some homework (online), and start learning how to make your own. Google 'how to downgrade my psp' for a start, and 'how to hack my psp' as well...
Sorry I don't have more cheerful news for you, and I wish you luck.