If you are looking to install other (supported) games on a modded PSP, the general process is: Mod Your PSP: Ensure your device is running Custom Firmware (CFW) like Prepare the Storage:
However, the emulation and homebrew communities have bridged this gap. Today, when players look to install Far Cry on a PSP, they are usually referring to one of three things:
Copy your game file ( .iso or .cso ) from your computer and paste it into the ISO folder on the PSP memory stick.
Playing early tactical shooters via the PSP's built-in PlayStation 1 emulator (POPS) to get a similar retro shooter fix. Prerequisites for Installing Homebrew and Mods