As well as playing standard UMD or PSP store downloaded games the PSP can also play Flash games, these can be played on locked and unlocked PSP’s as they are all loaded via the built-in internet browser.
In order to play these games you are going to need a minimum firmware version of 2.70, this version introduced support for Flash 6.0 allowing the internet browser to use Flash whilst surfing. You will also need an actual Flash game to play, a good resource for these is PSP Flash Gaming (external link)
Once you have your Flash game you need to create a new folder on your PSP’s memory stick, for this example we will call it "Games". The copy the Flash files you downloaded into the newly created folder.
Now when you load up the PSP go to the Internet Browser and then Address Entry, enter the path to the Flash file as "file:/Games/xxx.swf" where xxx.swf is the name of the file you copied, this should then prompt to run a plugin, select Yes and this will load the relevant Flash game for you.
To save re-entering the path repeatedly you can also save the path to Your Bookmarks allowing the game to be loaded up straight away.

