Make sure you unrar'd all the right files in the folder. Alot of times, the games will come in a lot of different folders with other rar'd files. All you have to do is unrar one of them and Winrar will automatically put the whole thing together into one file for you. If you did it right, you should come up with one full large ISO file.
BTW, if you can't find Street Stage on your PSP, you can borrow mine or something. I have it on UMD. But this will be good for you to figure out since you can do practically everything on the PSP off your memory stick. It helps to have a bigger stick though... Or multiple ones.