Things You'll Need
Instructions
Turn off the PSP, insert the Memory Stick Duo into the memory card slot, then turn the PSP back on.
Connect your PSP to the AC adapter so that it runs on AC power throughout the update.
Scroll to the left using the analog stick and stop on "Settings."
Scroll down to "System update" and press "X."
Press "X" over the "Update Via Internet" option.
Follow the on-screen instructions to download and install the PSP update.