If your psp console freezes up, shuts down itself without you turning it off using the power switch and you are playing back up iso games from a memory stick, using customer firmware, the game might be a bad rip. Sometimes games don't get ripped properly due to the lack of experience and the game file becomes faulty, which can cause the psp to freeze and crash during game play. So i suggest you re-rip, or download a different copy of that game from a different website and the problem should be resolved.
If your psp freezes and turns itself off, if you are playing a game from a umd disc, it might be dirty. So get a soft lint free cloth and clean the umd disc that you are experiencing freezing problems with.
If your psp freezes and then shuts off on the start up menu on the psp console, it is likely the firmware that is running on your psp is damaged. If experiencing freezing problems on a psp that is running custom or official firmware, you can hard reset the firmware, which should repair minor damaged firmware. This is by holding the power button in the up position for 10 seconds. If you have hard reset the firmware and your psp is still freezes up on the start up menu, you will need to manually erase the firmware off your psp console and reinstall new firmware onto the psp.