I'm no expert on PSP hacking, since I only just did it to mine, but here are some things to try:

1. create a GAME150 folder beside GAME and put your game into there. I think this requires the 1.50 kernel addon to be installed, so search for that on Youtube for a nice guide.
2. Make sure that inside your GAME/GAME150 folder, each EBOOT.PBP file is stored inside a subfolder of the same name as the game, e.g. GAME/Xenogears/EBOOT.PBP
3. Also inside the folder containing the EBOOT.PBP file, make sure you have a corresponding KEYS.BIN file. I'm not 100% but this seems to be a key file to allow the PSP to decrypt and play the game using the POPSLoader system.