EBOOT.PBP?
sounds like an PS1 game or an homebrew game.
make a new folder in the PSP / GAME folder and put the EBOOT.PBP file in there
so it will look like this
X: \ PSP \ GAME \ NEW FOLDER \ EBOOT.PBP
of course you can name the new folder anything u like aslong as it is under 12 characters
BTW what game was it supposed to be?