Steps after installing CFW?


I've recently upgraded my cfw from 3.03 oe-a to 5.50 GEN-D3. Right now, I'm merely trying to figure out how to play roms.
But I can't find any tutorials on how to configure my mem stick: like under which folder the rom files go, and what I need to make my emulator run.
I have loaded right now, PSPGBA. But when I run it from the XMB it gives me an error that it can't run the program. Can anyone help me get on the right track?
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