It sounds like to me that you already have your own CFW Psp. All you need to do is get
TOTALNewbi-esayInstaller
Then just follow the on screen (computer screen that is) Instructions to make your Magic memory stick.
BTW.. I would use the one that installs 3.71m33 for you otherwise your going to have to find the 3.5m33 upgrade and then jump to 3.9m33_3 which is more of a pain because you have to find all the 3.5 files and all that stuff.
Okay so after you get the magic mem stick files on there watch this vid
http://youtube.com/watch?v=Ik7SocRvJLU