Why Doesn't the USB Cable for My PSP Show Up on My Computer?
If you have connected your Sony PSP to your computer via its USB cable only to find that Windows isn't recognizing the device, there is a good reason. The PSP must be placed into a specialized "USB" mode to interact with your computer in this manner, and this mode is not enabled by default. It can be turned on, however, in just a couple of seconds via the console's main menu.
Instructions
1
Connect your Sony PSP to your computer (if you have not already done this).
2
Turn on your PSP.
3
Highlight the "Options" button on your PSP's menu.