Things You'll Need
Instructions
Turn off your PSP, and insert an empty memory stick in the memory slot.
Turn on the PSP, and scroll to the left using the directional pad or analog stick. Stop on the "Settings" heading.
Scroll through the "Settings" menu, and stop on "System Update." Press the "X" button to select it.
Scroll to the "Update via Internet" category, and choose an available Internet connection.
Follow the on-screen instructions to download the firmware update to the memory stick and install the files.