http://www.demo-it.net/sony-psp-demo-games/

"I can play UMD games on the PSP if I have custom firmware 3.71 M-33, or update it once I put the UMD in it?
I received the God of War: Chains of Olympus demo in the mail and I want to play. Since its a new game, im afraid to update my custom firmware for the official Sony firmware since I've heard a couple of people say they do. Is this true?
No! but if you do a firmware update from Sony officail you can not return to the usual, yout want less risk psp
E for All – Castlevania Dracula X Chronicles – Game Demo