Things You'll Need
Instructions
Locate the "Settings" section of the PSP main menu. This section is all the way on left of the main menu. Select the "System Settings" option, which is about a quarter of the way down the settings list.
Select the "Format Memory Stick" option from the "System Settings." This will completely reformat your Memory Stick, which means all of the data will be erased.
Select the "Yes" option when prompted to verify that you do indeed want to format the Memory Stick, thus erasing its contents. The format will begin and will take a few seconds. Exit out of the format menu by pressing the "O" button twice.
Connect your PSP to your computer with the USB cable and select "USB Connection" from the PSP's main menu. This will place your PSP into USB mode. To safely remove it from your computer, simply press the "O" button on your PSP and pull the USB cable out. This practice will prevent future problems with the Memory Stick.