Arrggghhhhh - confused newbie mum needs hep

Please help me - my eight year old is seriously doing my head in!!!
For Christmas I brought my son a 2nd hand psp that came with a 4gb memory stick and 12 dvd things that contained around 100 game titles. The person I brought from gave me some basics on how to clear memory stick and add further games but I can't get it to work.
I usb link the psp to the pc and locate the ISO file. In here I found the games held on the memory stick and deleted them. I then used one dvd and copied the titles I wanted from then and 'pasted' them into the ISO file as instructed. The transfer/download process happens and I can see the file within the ISO file - however when I look on the psp, the memory space has been used but I can't find the games anywhere.

Now I am a complete electronic dunce - so if you could help, please could you tell me in simple terms!!

Thanks in advance

Kelly

More than likely, those "12 dvd things that contained around 100 game titles" are illegally copied.
Just buy the damn games.