Instructions
Turn off your Sony PSP by holding the power button for five seconds. Hold the "Right" trigger and push the power button to turn the PSP back on. Continue to hold the power button until you see the "Recovery Menu."
Select "Registry Hacks" from the Recovery main menu and select the "Enable WMA Playback." This allows you to enable the use of WMA without connecting to the Internet.
Select "Exit" to return to the main Recovery menu. Select "Exit" once more to reboot the PSP into the PSP operating system. WMA playback has now been enabled.