Where does it go? Does a bublbe get created on the menu for PSP games?
If so, Is it a buble for that specific game, or is it like a 'Psp games" bubble with all of the games inside of it?
Delete the bubbles off the PS3 XMB when you are done with them. You can put them there again if you need to.
Long ago (it seems) when the bubbles showed up it was weird, but now it makes total sense, what they are, why, but still it's annoying that we can't just put them in a folder like everything else on the XMB.