PSP question, how do I load saved games? Help?

May be...

Everytime I try to go to a game I thought I saved I have to start from the very beginning, this is getting old, can you help me figure out what I'm doing wrong? I do have memory sticks and the memory stick menu shows that progress was saved. How do I access these saved games?

Thank you

once you start the game there should be a place that says load game.