HOW CAN I PALY SOME GAMES ON A PSP SLIM 2001 WITH FIRMWARE VER 4.01 M33-2...THANKS?

MY COUSIN GAVE ME A MEMORY STICK WITH GAMES IN IT.I CAN PLAY THE gOD OF WAR" BUT I CAN'T PLAY THE ORHER GAMES IN IT. I CAN'T PLAY BURNOUT DOMINATOR.THE SCREEN JUST TURNS BLACK AND BLANK IF I AM TRYING TO START BURNOUT DOMINATOR, SAME THING WITH OTHER GAMES.STILL ONLY GOD OF WAR IS THE ONLY GAME I CAN PLAY...THANKS