Things You'll Need
Instructions
Using your PSP
Insert a compatible Sony Memory Stick into your PSP and go to the "Settings" menu. Select the "System Update" item to prepare your PSP for connecting to Sony's server. If you are using the PSP GO, you do not need to use a Sony Memory Stick as long as you have at least 28 MB of free system storage space.
Select the "Update via Internet" option and choose the connection that you wish to use in acquiring the update. Wait for the PSP to finish scanning for updates. There must be an available wireless Internet connection for this step to work.
Follow the instructions that appear on the screen to update immediately. Press the "X" button to begin the update process.
Using your Computer
Connect your PSP to your PC with the USB cable. Go inside the PSP or Memory Stick drive using "Windows Explorer." Right-click on an empty space in the folder and point to the "New" item. Click "New Folder" and label the folder as "PSP."
Go in the "PSP" folder and create another folder called "GAME." Create the last folder called "UPDATE" inside the "GAME" folder.
Go to Sony's "PSP System Software Update" page and click on the first button labeled "Download Now" to download the PSP firmware. If the firmware update is for a PSP GO device, click the second "Download Now" button instead.
Save the file in the "UPDATE" folder that you created. Take out the Memory Stick and place it back in the PSP or unplug the USB cable if you used it instead.
Go to the "Settings" option in your PSP and go to "System Update." Choose the "Update via Storage Media" option and follow the instructions to complete the update.