duz your psp have any scratches, did you maybe accidently pee on it?
did you use home brew apllications? sony says "dem humbrew apple cations 'ill blow yer psp up, dun you eva use humbrew apple cations, or we'll shoot you!"
lol, try redoing the kxploit thing, and make sure you moved all the files like the doom wad into the folder... and name it the correct name, like DOOM-PSP or whatevuh...
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