Hey did any one get the "Memory Stick Removed" problem for the Rock Band Unplugged?

although it doesn't seem to happen with particular songs,just randomly says

"Memory Stick Removed exiting..."

it's really annoying during marathon gigs
when u finished the first 3 songs and it quits to city screen
nothing saved

so I couldn't get through the marathon gigs
which are quite important since they reward u with items to move ahead in the game

I've searched in Google for the solution, but i couldn't find any...
It seems not every one is facing the problem...

My CFW: 4.01 M33 PSP-2000

Please give a solution... Thanks in advance