No it doesn't matter if you have a japanese firmware, its just a figure of speech. Except the Japanese Firmware has more features like PSP spot and PSP TV which aren't available in the UK.
IF you have Lumines i recommend using that instead of pandora unless you can get your hands on an already hacked PSP.
You can also swap the O / X in recovery mode, its a pain when people use the wrong buttons :P
Wally
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