Thank you everyone for answering my question. Originally I chose Jolan's answer as Best Answer, but I found two ways for which I wish to share. Yes, I test Jolan's answer and it indeed worked and he was very helpful. But as I said, I wish to merge his answer and another method into this one post.
Quoted from Jolan
"5.50 GEN-D3 is know to cause problems with saves. Any games run under it creates saves that can't be opened when running the same game under a different firmware, and vice versa.
Try updating to the latest version of Prometheus. "
Quoted from Jolan
Or this way post I found on the fourms:
Quoted from prowler_
"http://forums.qj.net/guides-psp-hacks-home...-save-file.html
I've never tried this but it's...