Installed my first game boot and loved it, thanks for those who helped.

Ok my question is what is a cold boot and is it the same as a cintro? and just to be sure, its a video that plays when you boot up your psp right?

So i found a really cool cold boot, so how do i install it on my 3.71 m33-3 slim?
once installed can it be bypassed if its kind of lengthy or i get bored of it?