1. Download AppleCor for 3.71 M33-2.
    You can download it here:

    Or from ConsoleSpot’s forums:
    http://www.consolespot.net/forums/showthread.php?t=893
    (I am unsure of the files actual origins)
  2. Download CXMB 2.5.
    You can download it here:

    Or from the author’s website:
    http://www.2alien.info/2007/09/custom_xmb_plugin_v25928_updat.html
  3. Be sure your current “official” theme is set to Original in the Theme Settings.
  4. Boot your PSP into the M33 Recovery Menu
    (Hold R While Doing a Hard Reset to boot to Recovery Mode)
  5. Install CXMB:
    1. Copy cxmb.prx from the CXMB zip file to your ms0:/seplugins/ folder.
    2. Create ms0:/seplugins/vsh.txt if it does not already exist.
    3. Add the line ms0:/seplugins/cxmb.prx to vsh.txt, save and close.
  6. Copy the CXMB folder from the AppleCor rar file to ms0:/
  7. Backup your PSP’s flash0 (f0).
  8. Copy the f0/vsh/ folder from the AppleCor rar file to f0:/ on your PSP.
    Allow it to overwrite files.
  9. Disable any open USB connections.
  10. In the Recovery Mode’s Plugins menu, enable cxmb.prx [VSH].
  11. Boot your PSP

The AppleCor rar also comes with a PSP/PHOTO/ folder. These are optional wallpapers.