Ok, so I just tried running the HEN Loader, it went black like it says it should, but it didn't go blue or red. I waited for a bit, then listened to my PSP and I couldn't hear anything, so I flicked the power switch and it turned on.
I checked the System Information but it still just said Version 3.03, is this normal? Should I try running the HEN again? Or does it mean I can't do it?