If you're using a PSP console, transfer the ISO file to your device using a USB cable or a memory stick. Make sure to place the file in the "ISO" folder on your PSP.
If you want to highly compress the file to save storage space, you can use a file compression tool like 7-Zip. Simply right-click on the ISO file and select "7-Zip" > "Add to archive..." > Choose the compression settings.
After downloading the ISO file, verify that it's not corrupted and is the correct file. You can use a file checker tool or compare the file's MD5 hash with the one provided on the website.