CTF Manager is an interface for CTF and UNCTF tools. With this program you can create CTF theme files directly on your PC and use them on your PSP. Alternatively, you can also extract files from an existing CTF file and install the CTF themes in your PSP.
You don't need to install the program (copy/paste method) but make sure your data folder is in the same folder as CTF Manager.exe. Also, you'll need .NET framework 3.5, which is a free download from Microsoft.