What you have to do is upgrade to 1.5. Go to
PSP Hacks · Hacks, PSP Downloads, Cracks, Mods, Homebrew, Utilities · Hack Sony PlayStation Portable to find the 1.5 update file
After that, go to
Dark-AleX - PSP Developer and download the 3.52m33 update. Follow the readme and run it. Then get the 3.52m33-4 update, run that
Then choose whichever firmware after that. I recommmend 3.90m33-3