This is for the PSN release for PSP/PSVita. The folder structure should look like this: "\PSP\SAVEDATA\SLUS00603\SCEVMC0.VMP". (Note: Change the "0" before .vmp to "1" if you want to overwrite the second memory card slot instead)

To unlock the difficulty selection: Load the save file, press 'start', then 'select' to soft reset to the title screen. Now you should see "Easy" below 'options'.