How do patches work on the PSP?

I apologize if this has been asked before, but if a developer releases a patch for a game, like Guerrilla is planning for Killzone, then how does that work?  do u have to save it to your memory stick and keep it on the memory stick in order to acess its content? or is there some other way of doing it?

It gets saved on the memory stick, in the same section with PS1 games and PSP demos