Instructions
Turn on both the PSP and the computer and connect the PSP to your computer with its included USB cable.
Select "USB Connection" on the PSP's main menu to put the PSP into USB mode. On your computer, locate the pictures that you want to transfer to the PSP.
Right click one of the picture files and click "Copy" from the menu that appears. Click the "Start" button and "Computer" to open the list of drives on your computer.
Double click the "PSP" drive and right click the "PICTURE" folder within the drive. Click "Paste" to transfer the picture file to the PSP.
Once you have transferred all of the picture files, press the "O" button to disconnect the PSP. Then select the "Picture" section on your PSP's menu to display its pictures.