I bought a new psp n cant play games on it by memory stick

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i wanted to know whether psp comes with pre installed custom firmware. I know we can play games by using memory stick, but before we need to unbrick the psp.

Hi,
Yes '4.21' is the PSP's preloaded firmware. You are wanting Custom Firmware (CFW), so you can avoid paying for the expensive games, I guess.
This is an extremely fraught process involving hacking the PSP's battery, downloading files like POPSLoader and CXMB which are, in turn, difficult to find, and perilously difficult to install without bricking your PSP, then you need to use 'Recovery' and 'CWCheat', and this is just the process of readying the PSP for use..
Then you have to be able to get games, and get them onto your machine. This is another process with many careful steps..

I suggest you go and find a PSP-modding forum and look at walkthroughs of the entire process before you even begin thinking about tackling this yourself. And if you still think it's possible for a PSP newbie to attempt this, then get reliable help from the forums or someone you know personally, who knows what they are doing.

Otherwise you'll end up with a brick!

I won't expand any further, my friend, because while Fixya! is wonderful platform for sharing tips and guidance, it is not a platform for the legally dubious community of software modders, or a place where you'll ever be advised to take questionable risks with your products.

So go check out the PSP-modding forums and check youtube for how-to-guides, if you wish, but, seeing as you asked me, I advise you to get someone experienced with this process to do it for you, or to just leave it alone.

Good Luck :)

Chris (ziraffa)