If you use a pre-completed save from GameFAQs or the Apollo Save Database, follow these steps :

: ULJM05524 (necessary for matching save files to the Japanese PSP version).

A quick warning: Do not try to load a PS2 or PS3 save file onto your PSP. The data structures are different. Shin Sangoku Musou 5 Special on PSP has reduced draw distance and enemy counts, which means the game calculates "K.O. counts" and "Morale" differently. You need a save specifically formatted for the (NPJH-50063 for Japan, ULUS-10412 for USA).