Why couldn't I play downloadable games to my PSP(Slim and Lite)?

Actually i asked someone who also has a psp like mine and told him if he can put some games on my memory stick. So he agreed, but when he started to put games, all games he downloaded cant be started and my psp said ''There are no games'' and i asked ''Havn't u added games why is this(then i showed him). He said to me that maybe my psp hasn't been upgraded yet (my psp version is 4.01) so he upgraded it to a 5.03 version cause that was what he did to play his psp games but actually his version is 5.01 m33-something. After it was upgraded he told me i can play games now but what he did was useless. I cant still play games. And know i'm stuck w/ UMD's PLEASE NID HELP!SOS!ASAP!