Instructions
Turn on the PSP system.
Scroll to the "Games" section of the Cross Media Bar.
Press the "Down" button on the D-Pad until you highlight the update file stored on the PSP system.
Press the "Triangle" button and select the "Delete" option.
Press the "X" button to confirm you wish to delete the update file. Allow several seconds for the deletion to finish.
Repeat these steps for all update files on the PSP system.