Ok, I figured it out. It depends on the type of PSP you have. For my PSP 1004 I had to install the official firmware 6.60 and then install this custom firmware: http://zload.net/v2/archives/file/?id=2417471
I found a very good but german guide here: http://www.kingx.de/forum/showthread.php?tid=47363 , this forum post says there is an english version (in the same post hidden as a spoiler) available too.
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