Are you planning to play on a or an emulator like PPSSPP? PSP Cult - How to add games to your CFW PSP
If you want to play Winning Eleven 10 (Pro Evolution Soccer 2010) legally on PSP, here are legal alternatives and steps: winning eleven 10 psp iso english install
Copy your Winning Eleven 10.iso file and paste it directly into that ISO folder. Are you planning to play on a or an emulator like PPSSPP