We've redesigned, updated, rerouted and regrouped the library for better discoverability and a better flow. You can visit the new documentation here.
This usually points to a broken or corrupted download. Delete the folder from your SAVEDATA directory, download the file from a different source, and re-extract it. If you want to customize your experience further, tell me:
Note: If you installed PPSSPP via the installer, it might be in Documents/PSP/SAVEDATA/ .