Don't forget "ef0:\ISO" if it's a PSP Go's internal memory
So, putting files on your PSP is a pretty simple process, and it's actually kind of sad good tutorials for the simple things like this are slowly becoming harder and harder to find. Okay, here's a small step-by-step, assuming you don't use a plugin like Game Categories. I'm going to give directions for both using a USB cable and just using the memory card.
1. Power on your PSP. Using the appropriate USB cable, connect it to your PC.
OR
A. Remove your PSP's memory card and insert it into the appropriate adapter for your PC.
2. Using your PC, file browse to your USB-connected PSP.
OR
B. Using your PC, file browse to the memory card you inserted.
3/C. If you are transferring PSP ISO files, they go in "ms0:\ISO" for a regular PSP, "ef0:\ISO" for PSP Go. (Your PC won't actually call those "ms0" and "ef0," those are the names the PSP itself uses for them. Your PC will assign a drive letter to the memory card or USB-connected PSP, such as "H:." The PSP Go specifically uses both "ms0" and "ef0," "ms0" for it's memory card, "ef0" for the built-in storage.)
4/D. Games like PSX conversions, homebrew games and emulators should go in either "ms0:\PSP\GAME" or "ef0:\PSP\GAME," depending on the hardware you're using and your preferences. Again, this assumes you're not using a plugin that changes where some things go, like Game Categories.
5. Once all your transfers are done, use your PC to safely eject the PSP's USB connection, then press Circle on the PSP to end it's USB mode. You may now unplug the USB cable.
OR
E. Once all your transfers are done, use your PC to safely eject the memory card and return it to your PSP.
6/F. You're done, enjoy those games!