Cannot Install HEN on PSP firmware 2.8

Hi,
I am novice to the PSP world. I bought a PSP just today and thought of playing few games using Memory stick with some CSO files which I have downloaded online. But after reading so many forums I thought of installing custom firmware and downloaded a downgrader 2.80.

I did exactly the following steps, Could any one please help me saying where I went wrong:

1)I have a PSP with Firmware 2.8 and TA-082.
2) I have downloaded HEN and tried to install, but when I goto HEN_280 using photo viewer really nothing is happening. I can see the two files in that folder.
3)I thought may be I can go a head and try whether the sample applications are running. Unfortunately I am getting an error message as "the game could not be started(80020148)".

Could any one please help me regarding this issue. I am really desperate to start playing on my PSP.

Thanks in advance for any help.

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