I've stopped being a lazy monster and have uploaded a psp save file. I'm almost certain I have everything unlocked but there's so little info on this game that I'm not sure if I do. However, all the story mode characters are unlocked and that's really all that matters. Onto Kaworu %.

I'm sorry to ask that because I don't have any idea with what I'm supposed to do with the files Secure.bin and param.sfo. Am i supposed to merge them in a iso file ?

You just leave all of that in the folder, idk how you have your emulator setup but in documents there might be a PPSSPP folder, click that, then click PSP, then click save data and drop the whole folder in there. When you drop the folder in make sure it's not a folder inside a folder though. When you click the folder it should just be all the files not a folder and then the files. Hopefully that helps.