First of all the first psp must launch the game and enter multiplayer mode in the game. The second one does not enter the game. Instead got o game menu (I said menu like the music menu, do not launch the game). There you will see multiplayer gaming or something like that. Choose it. Eventually they will find each other and the one with game launched will send the game to the one with no game launched.
P.S I never tried it but it should work that way if not please tell me.