You need to copy your ISO/CSO games into MS0:\ISO\ folder, where MS0 is the
drive letter of your memory stick when connected to USB (e.g E:\, H:\ etc)
e.g E:\ISO\gamename.iso or E:\ISO\gamename.cso
If there is no ISO folder, just make a new folder and name it 'ISO' (all capitals)
CSOs are smaller because they are compressed, they load a bit slower then ISOs but save space on your memory stick.
Some games don't like being compressed to CSO (mostly games that constantly load like 'Grand Theft Auto' Series)
Make sure you have the custom firmware loaded, on 6.60 Pro from a cold boot
(full power off) you'll need to start a loader program to load the custom
firmware files then you'll be able to run your ISO games from the memory stick.
You can check the System Settings > System Information to see if the custom firmware is loaded.
If it says 6.60 PRO then the custom firmware is loaded, if it just says 6.60, you'll need to start the loader.
When the custom firmware files are loaded, your games should show on the 'Game > Memory Stick' menu.
Fastloader is very old now, It was used on 1.50 firmware, but custom firmwares now have a built-in ISO loader.
Emulators and homebrew programs will usually come as a folder with an EBOOT.PBP file in it.
This entire folder goes into 'MS0:\PSP\GAME\' folder. E.g 'MS0:\PSP\GAME\SNES9xTYL\EBOOT.PBP'
For emulators, the Roms (SNES ROMs are usually in SFC format) will go in the 'ROMS' folder in the emulator folder.
Some emulators also require a BIOS file, see the readme.txt file that usually comes with the emulator for more info...
You'll need to make sure you get emulators and homebrew that are compatible with 6.60 PRO firmware.
Wiki Link - Emulation on PSP: http://wiki.gbatemp.net/wiki/Emulation_on_PSP