1. from your pc download the 390.pbp @
PSP Downloads | 3.90 Firmware Update
2. extract the EBOOT.pbp in your memory stick root directory (eg. G:/ ) then rename it to 390.pbp
3. since you already downloaded the cfw 390m33-3, extract the folder name UPDATE inside /PSP/GAME/
4. then run the update from the xmb game