NOTE: Credits go to z33 (sorry if i spelt the name wrong) for the XMB Waves i posted below. If you are running Custom Firmware 3.03 OE-C up to 3.10 OE-A2. you can just drag and drop this files easily to change the waves of your xmb.
to do this, plug in a usb cable and access recovery mode (hold R button while booting up psp) and go to advanced--> toggle usb (flash0).
after that, navigate to vsh/resource and look for a file called "system_plugin_bg.rco" . that is your original XMB wave (provided that you are doing this for the first time).
copy that file and paste it somewhere on your harddrive (so that if anything mess up or you want the original back, just copy and paste it back)
after that, copy the custom xmb wave file and paste it in vsh/resource.
NOTE: if the file you wanna use is called "z1b_system_plugin_bg.rco"
please rename it to "system_plugin_bg.rco" without the ""
finally. here is a legend to what the file name means.