ok, you can ONLY play 5.55 ofw games with the umd and updating to 5.55ofw via the update on the games...
for games like Madden 10, you need to be on 5.50genA/B, not sure on all the other newer games, but Dissidia works on 5.00m33-6 and lower...from what i've heard, but def. works on 5.00 and 5.50gen
i just read your post again, i saw about your piracy and can't answer that "yesterday i downloaded soul calibur [JAP] same thing happend" so i can't answer you, sorry...read the rules, no piracy support!
so, your #1 question, i answered you already...
2. no you don't need hen on your psp, just click on this link, download the updates and install genA 1st, let it load and restart and then quick update the genB:
» PSP Custom Firmware 5.50 GEN-B Released PSP Hacks Â· PSP Homebrew, PSP Downloads, PSP Custom Firmware
3. IF you had to use hen, then yes, you update to 5.03 and go from there
good luck, no piracy talk!