To install CXMB for 6.20 TN-A you also need to unpack and decrypt some firmware 6.20 files. Use psardumper with 6.20 EBOOT. Find these files: paf.prx, common_gui.prx, vshmain.prx and copy them to ms0:/cxmb/support/ (or ef0 on your PSP Go). Copy cxmb.prx to ms0:/cxmb/, so you’re left with ms0:/cxmb/cxmb.prx. Open vsh.txt in the seplugins directory and add this line: ms0:/cxmb/cxmb.prx 1 (or again ef0).
You should also know a new version of CTF Tool is coming that can create 6.20 themes.