Ok click on the icon that says START
press any key to continue
then format your memory stick via the system setting on your psp xmb
then type the drive letter of your psp eg F
then take out your memory stick
then turn usb off
put memory stick back in and enable usb connection
then wait for menu to come up and press 4
then follow on screen instructions
you should now have a magic memory stick
you then remove your battery and memory stick from your psp, put your pandora in and wait for a green light to come on, once it does put in your magic memory stick, options should come up, press the button that says install 3.71 i think, and then just follow the on screen instructions, once it has finished and rebooted you will have cfw