Not-Recommended:
if your running on 3.03 OE - 3.40 OE
just go in your ms0:/PSP/Games/ folder and paste it... if your on 3.30 OE and lower and if it dosent work, make a new folder in ms0:/PSP/ called Game150 now put the game in ms0:/PSP/Game150
Then install it. 45/100 chance of bricking
Non-Brickable way:
Download devhook and install it. (use google because most of the time the readme is corrupted.)
now connect your psp and go to ms0:/PSP/Games and put the theme thing in there...
viola! now you run devhook and set the firmware to 1.50 and then you can have fun with no bricks!