Quick Question

I've followed all of the tutorials and now have 3.02-B firmware on my psp. I was curious to know what is the best PSX ISO compressor and the best way to transport my own, legal, PSX ISO to the PSP (with a nice looking icon/background. I got a hot shots golf 2 background when I go to open the game on there now)

Thanks in advance

Upgrade to 3.03 oe and then use this:
http://www.dcemu.co.uk/vbulletin/showthread.php?t=48061
Get backgrounds and icons here:
http://popsdb.twystneko.com/index.php

Thanks it works wonderfully.

One more quick question; How would I go about merging multiple disc Isos such as my copy of Final Fantasy 9?

When you are creating them, use the same game ID for all of them and it should work.