Hi,
First check your firmware version. The last one is 6.60.
You can do the update by WiFi:
http://us.playstation.com/support/systemupdates/psp/network/index.htm
or using a PC:
http://us.playstation.com/support/systemupdates/psp/pc/index.htm
or from the UMD game disk:
http://us.playstation.com/support/systemupdates/psp/umd/index.htm
But UMD disk contained the latest firmware available at the time of the software (Game) release.
I recommend update by WiFi.
And do update only with plugged in charger!!!
Regards.