You need to have a certain version of firmware on your PSP. If you're any higher in your firmare version than 1.5, you won't be able to run Lua Player on your PSP, and evidentally not for 2.6 firmware either. If you're running a 1.0 PSP, create a folder called "GAME" (w/o the quotes) inside the PSP folder of your memory stick. In that folder, place the Lua Player folder. If you're on 1.5, the Lua Player should come pre kxploited (I'm not sure, I've not downloaded it since I'm on 2.6), meaning one folder of Lua should have a "%" sign, and one shouldn't. You also put that in a game folder.
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