Since you don't have any CFW or HEN installed,
- First, download
this, and put it on your
/PSP/GAME/ folder
- Then run TN-A installer from your XMB
- After that, check your System Information, make sure it was 6.39 TN-A
- Download
6.39 Official Firmware, extract, then rename the EBOOT.PBP to
639.PBP
- Copy 6.39.PBP to
/PSP/GAME/UPDATE folder (create if you don't have one)
- Next, copy to EBOOT.PBP from the ME-9.2 UPDATE folder to the
/PSP/GAME/UPDATE
- Unplug your USB cable, then run the installer from the XMB(not the TN-A installer).
- When you've done, check you System Information again, it should be 6.39 ME-9.2 or something.