Instructions
Turn off your Sony PSP and locate the memory stick reader on the left side of the device. Pull the tab downward to remove the cover.
Insert your new memory stick into your memory stick reader with the label facing down. Close the memory stick reader cover.
Turn on your PSP and go into the "System Settings." Select "Format Memory Stick" and select "Yes." Wait as the new memory stick is formatted into the PSP format. When the process completes, you can use your memory stick.