This game can only be played using a Custom firmware since it requires you to use a homebrew. It will not work on official firmware.

Download CWcheats which is available here: http://www.qisahn.com/download/cwcheats0.2.2REVC.zip

Find the cheat.db file and edit with a text editor(like Notepad). Hint the following code:

_C0 Kai SSID Kotei _L 0x2052E180 0×69477559 _L 0x2052E184 0×00344654

Enter the recovery mode of your Psp: turn it off and let R pressed while turning it on back.

Go to plugin and enable cwcheat.prx .

Start your game and hold SELECT for three seconds. You should now see the cwcheat menu. Find the code into the list, enable it, go back to the main menu and enable cheats.