Function
Optical media, such as CDs and DVDs can only be written to if you use a CD or DVD burner. But to save game data, a CD burner is a large and heavy piece of equipment to install on a PSP device. A Memory Stick is essential not only for storing saved game information, but for saving and installing PSP programs from the PlayStation Store.
Design
The design of a Memory Stick Duo is fairly standard. It's about 1/2 inch by 1 1/2 inches, roughly rectangular except for one angled corner. To be compatible with a PSP device, any media must have either the correct shape, or an appropriate adapter.
Size
The Memory Stick Duo media comes in a number of increasing sizes: ranging from 32 megabytes to several gigabytes. New size standards are released regularly. The device should be compatible regardless of the size.
Types
The original Memory Stick media was blue and contained a maximum of 128 megabytes. The next generation, the Duo, doubled the storage space on the original system. The Pro generation were larger and faster.
Incompatibility
While the Memory Stick Duo looks a lot like an SD card or some other types of media, it's not necessarily compatible. The Memory Stick Duo reader on the side of the PSP device will only work with media that fits inside it--and you should never jam the media in if it's not fitting. If you have a MicroSD card, it will only work if you have the correct adapter.