First, you download you're theme or waves. Go into recovery mode on the psp. In advanced toggle the Flash0 USB. connect the psp to a pc. but the files in the right folder! Example. XXX.RAR > Vsh into Vsh on Flash0. Reboot the psp and youre done! Make sure you back up the flash0 content!
WARNING! This might brick you're psp! It bricked mine about 5 times.
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Need help! XMB Themes problem!
Hope this helped and see ya next time!

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Dont drink and drive.
When you can smoke grass and fly!
The Biggest mess, Nintendo DS