PSP help - downloading games?

Hi

I was wondering if I could get some guidance on how to get games to work for my PSP (3000 - the new slimmer version).
First: do I have to modify it?
There are alot of gametorrents on mininova, but after I download it on a memorystick (do you guys use cable or wireless to transfer them?) - where do I go from there? I think PSP games are around 1,8GB.
Do I have to unpack the rar files and start the PSP and run games from the main menu?

Another thing, what kind of memory stick are you guys using? And how many GBs does it have?

Jam it back in, in the dark.

Damn
Just out of curiousity, where would one go to get these custom firmware?

Most amazing jew boots

Ok, thank you very much for all the tips.
Until then, I'm guess I'm stuck with Lego Batman

Additional Spam:
I just found out that PSPs can play flash games (SWF).
Can somebody recommend any websites where I can download great flash games?

My sister wants to play the Super Mario games (not the alternative versions floating on the net, but the original ones)


Edit:
It seems like most of SWF games takes too much memory to launch from the PSP browser. I tried changing the cache settings from 512kb to 2048kb and the flashgame still runs slowly. Setting it to 0 doesn't help either. Is it possible to run from the memory stick instead?

This thing is sticky, and I don't like it. I don't appreciate it.