First of all, homebrew isnt illeagal as such.
downloading an entire psp retail game and saving it to your memory stick is illeagal, and we dont discuss that here. but downloading home made games where the designer has allowed it to be downloaded, isnt really illegal.
If you are not interested in these then dont worry about it.
My advice is, update your psp to ver 2.6, this will play all games and movies and if you have GTA you can use it to play homebrew if you enjoyed the good old SNES days.
find out more
here