Instructions
Download PMPlayer Advance media player on your computer (see Resources). As of January 2011, there is no other PMP media player alternative that works with all PSP models.
Open PMPlayer Advance. Right-click on the "PMPlayer Advance" icon and click "Extract Here." A folder labeled "PPA3xx" will appear.
Connect your PSP with its USB cord to your computer. Make sure the memory stick is in your PSP. After a few seconds your computer will open up an option screen. Click "View Files." A folder called "Removable Disk" will open up.
Open the "PSP" folder, then open the "Game" folder in the "Removable Disk" folder.
Right-click on the "PPA3xx" folder and click on "Copy" to copy the folder.
Paste the "PPA3xx" folder in the "Game" folder by viewing your open "Game" folder, right-clicking in the folder and clicking "Paste."
Disconnect your PSP from your computer. Just unplug the PSP USB cable.
Turn on your PSP.
Go to the "Game" icon in your PSP. Navigate down to "Memory Stick" and click "X."
Open PMPlayer Advance. Look for the PMPlayer Advance icon and click "X."
Play your PMP file. Scroll to your PMP file on your memory stick and click "X" and your PMP file will display.