I don't know anything about the GPS unit, but my first thought is are you running custom firmware 5.01? MapThis is homebrew, eg not approved by Sony, so your PSP needs to be hacked to run this app. You have some backtracking to do if that is the case. I usually recommend this guide for getting started. Some of the info is a little old, but it works. It explains the whole process.
http://www.blastprocessing.net/?page_id=20
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