I am dumb: how do you rip PSP games to the stick?

OK, I am a complete idiot noob. Everyone says that PSP games play better if you rip them to the memory stick, which makes intuitive sense to me. I have a 1GB stick that I am basically not using. How do I rip the games over? I tried Googling this and got a bunch of crazy sites full of things I do not understand and therefore fear. Someone make it simple for a newbie like me. I take it I need some third-party app since Sony apparently has some wacky idea that it’s piracy for me to convert my own game to some other format. How is it done?