I have to 'imagine' that acdcfan, is at the point where he/she was able to make the mms. i am at that point myself.
acdcfan, one can make the mms, though to install the cfw you are going to 'need' a pandoras battery. if you have not as yet, hard modded a battery.....my best advice (as this comes from expensive and sad experience lol) is buy online (if your old enough and have a credit card/paypal) either the Datel Tool Battery itself=pandoras battery, or......a Datel Battery Service Tool = unit that will, at the flip of a switch, change a 2200, 1800, 1200 mAh battery, into a pandora battery...........and back, to a regular one after that. Both items are 'only' available online. just fyi. Im from canada...it was the same price as a new battery would be here. A lot less headache or disappointment in the end. was worth it.
once you have either......'you then'......can install the cfw that you now have (and can see) on.....your psp. until then, you simply have.....a mms...for a psp.....and nothing more.
and no, i didnt miss the part that mentioned.....you can not start the game. with that you get a error message/code. this is what 'i' see too.......as yet, i have NOT....used the pandoras battery..to install the cfw. once that is done....that message/code...should not appear...unless (lol) something has been done incorrectly or something was corrupted during insall on the mms.
you mention you have your cfw.......but....i think as the previous poster...your not quite there yet.
my appologies, if i have misunderstood. It just seemed, logical.