I'm not sure if that works, as the one with the gun was said to be patched, but anyway, we might as well try it. Here's a short turorial -

1. Download this file.
2. Connect your PSP to PC via USB Mode or MS Pro Duo adaptor.
3. Open the file you downloaded with WinRAR or 7-Zip.
4. In the archiver, open the PSP folder. Do the same in your PSP's Windows Explorer window.
5. Copy the folders (GAME, SAVEDATA and HEN_303) into this location on your PSP. If done correctly, a message should pop up saying that some files and folders may be overwritten. Just click 'Yes to All' - no data will be overwritten except a GTA savegame.
6. Now you can proceed. You can test if it worked by attempting to run a homebrew app (several are included, try Cube Sample first). If that works, exit out of the homebrew then run the Generic Downgrader (called PSP(tm) Update ver X.YZ in the menu) and downgrade. Best of luck!

Hope that helped!

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