hi,just bought psp slim. updated official 4.05,i would like to be able to download iso games.i'm confuse?

what should i do first? downgrade?pandora battery and magic memory stick? custom firmware? been online for hours but the more i read the more i get confuse. some say i have to downgrade but before doing so i have to have a custom firmware.but to be able to get the custom firmware i have to have a pandoras battery. but to be able to do a pandoras battery i have to have a custom firmware. dillema! where should I start?