Firstly, i would stop making new topics to ask questions that are in regards to your first post (just ask extra questions in your first post).
Secondly, the psp has to be in a service mode to change the FW to a custom one. remember the psp was designed to work with sonys firmware only as they don't want people to play pirate games or other programmes. the pandora battery and the magic memory stick work together to change the FW to a custom one (such as M33).
The batt puts the psp in service mode (so you can change the FW) and the stick contains the firmware you want to install. if you tried to install new CFW without going into service mode, the original firmware won't reconnise it.