Mahou Shoujo Madoka Magica Portable

[Madoka]

Hello! I know this thread is old and I don't know if anyone is active but I'm having a problem where I get "system data was not found" then I click z and It asks me to download the system data [clicked yes obviously] then the system data has not been created without it you will be unable to save your progress yea? I click z for continue yet again then I'm taken too a quick flash of "checking storage media do not remove the storage media or power off the device" then it just goes back to the "system data was not found screen" I'm not quite sure what I'm doing wrong! I've downloaded the game from CDRomance and extracted the game and the data-for-madoka [Haven't done anything with the SAVEDATA stuff and not sure where to find memstick] I opened the game [Madoka magica portable english 3.0] in ppsspp then yeah system data errors