Could any one help me with this damm PSP problem?

Well i have a PSP (Phat) CFW i used the Pandora Battery its firmware was 5.50 m33-4 but i recently upgraded to 5.50 GEN-D (Full), Why you might ask well i wanted to play a game Metal Slug Dubble X, well i got it to work then i DOWNLOADED another game Call Rock Band UNPLUGGED,(Note i do own these games they were so i did not have to carry all of them) i played that for a while then i went to my home on my PSP and into memory and the games that i have DOWNLOADed were Gone. But they still show up when i connect my PSP to my computer there in the ISO folder just not in the PSP could any one help?