Things You'll Need
Instructions
Create a new folder on your desktop. The name of this new folder will become the name of your play list on your PSP. To create a new folder, right-click in an empty space on your desktop and select "New" > "Folder" from the drop-down menu. To rename your folder, select the name "New Folder" underneath the folder icon and use your "Backspace" or "Delete" key to erase the name and type in a new one. You can create as many folders/play lists as you want.
Add content to your folder. The content added to your folder will become the songs assigned to that particular play list name. With your mouse, drag songs currently saved on your computer and drop them into the corresponding folder. For example, I may have Michael Jackson "Thriller" and Janet Jackson "Pleasure Principle" on my computer. I have created a folder called "MJ" and another called "JJ." Now I drag the Michael Jackson song and drop it into the "MJ" folder, and do the same with the Janet Jackson song except I drop it into the "JJ" folder.
Insert your Memory Stick Duo into the PSP device. This is not necessary if you will be storing your play list and music to the internal flash drive of the PSPgo.
Connect your PSP device to the computer with a USB cable.
Place the PSP in USB mode. This will tell the device to accept transfers via the USB cable. To put the device into USB mode, power it on. Select the "Settings" menu from the home screen. Click on "USB Connection" and select the option with the "X" button on your device.
Click the "Start" button on your computer's desktop. Select "My Computer."
Double-click the PSP device icon inside the My Computer folder to open it. Inside will be a "Music" folder. Double-click on it to open it.
Drag your newly created folders (step 1) from your desktop and drop them into the PSP's "Music" folder. Once the transfer is complete, you can unplug your device. In the music section of your PSP, you should have the folder name that you created (e.g., MJ and JJ) and their corresponding content (e.g., "Thriller" and "Pleasure Principle").