Instructions
Open the memory card compartment on the left side of the PSP. Insert the Memory Stick PRO Duo into the slot and close it.
Turn the PSP on. Navigate from the home menu to the "System Settings" icon. Press the "X" button.
Navigate to the "Format Memory Stick" icon. Press the "X" button.
Confirm that you want to format the Memory Stick by selecting "Yes" in the window that appears on the screen. Press the "X" button.
Select "Yes" in the window that appears on the screen. Press the "X" button.
Navigate back to the home screen once the Memory Stick has been formatted and the screen returns to "System Settings."