Instructions
Insert your Memory Stick Pro Duo into the memory stick slot on the side of your PSP system. Turn your PSP system on and press the "Home" or "PS" button.
Plug your PSP into your computer via the USB connection cable that came with your PSP system. Navigate to the "Settings" section of the Cross Media Bar. Scroll down to the "USB Mode" option and press the "X" button to place your PSP into USB mode.
Create a new folder on your computer's hard drive. Open the root directory of your PSP system on your computer. Copy the contents of your PSP memory stick into the folder you created to create a backup of these files for later use. Eject your PSP from your computer.
Navigate back to the "Settings" section of the Cross Media Bar. Scroll down until you reach the "System Settings" option and select it with the "X" button. Scroll down until you reach the "Format Memory Stick" option and select it with the "X" button.
Press the "X" button to confirm that you want to format your memory stick. Doing so will erase all of the data on your memory stick and return your memory stick to its original size. Allow several seconds for the formatting to finish.