also to finish off your questions:
MHF 1 is both a Japanese and American release for psp.
MH 1 (original) was also a Japanese and American release for ps2.
MHG (Japanese "add-on" of original) was a Japanese only release that added extra features (like dual swords and more missions, etc...) to the original.
MH2 was a Japanese only release for ps2 that is basically like MHF 2, but with a bit more content in some areas (actual online play/monster capture/training/battling).
MHF 2 is both a Japanese and American release for psp.
Also since the monster hunter series doesn't really have a specific story-line except for what you make of it with your character, you don't have to get MHF 1 (assuming you only want the psp versions). I will urge you though to get MHF 1 as it won't hurt to make your character in that game, get him some good weapons/armor/items/money and also build your experience with those monsters before trying to tackle the larger/quicker monsters in MHF 2. Also, you can transfer a few items/money from your old character in MHF 1 to the one you make in MHF 2.
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