After connecting your PSP to the computer, go to My Computer -> Removable Disk (your PSP) -> PSP -> SAVEDATA. It should be there if you've been saving your games.
Then paste the extracted folder (should be named something like "ULUS105550001" and have files like DATA0, ICON0.PNG, etc) there. Beware as this will overwrite your previous save.
Load your game and it should work fine.