Instructions
Connect the Mini-B end of your Mini-B to USB cable to the Mini-B port on the top of your PSP. This cable comes with your PSP. Also, make sure that a Memory Stick DUO is inserted into your PSP.
Connect the USB end of the cable to an available USB port on your PC.
Turn your PSP on, select the "Settings" option on the main menu, then select the "USB settings" option in the Settings menu. This will send your PSP into USB mode.
Select the "Open Folder To View Files" option on the auto-play menu that will appear on your PC. This will open a window for your PSP device.
Transfer any music or movie files that you wish into the PSP&'s window. Once you have finished, press the "Circle" button on your PSP to bring it out of USB mode.