Instructions
Connect your PSP gaming console to your computer using the USB cable that came with your PSP.
Press the "Home" button on your PSP. Using the right and left arrow buttons, scroll down and select "Settings." Select "USB Connection" and press the "X" button.
Double-click "My Computer" or "Computer" on the desktop to launch Windows Explorer. You should see your PSP's portable hard drive.
Double-click the "PSP" portable hard drive. You should see the PSP folder. Double-click the "PSP" folder. Double-click the "Music" folder.
If you do not see the Music folder, right-click the "PSP" folder, select "New" and click "New Folder." Name the folder "Music." Double-click the new "Music" folder.
Locate your songs from the folder you saved them in on your computer and right-click them. Click "Copy." Right-click any part of the "Music" folder you opened and click "Paste" to upload the music files to your PSP gaming console.
Press "O" on your PSP. Your PSP exits the USB connection. Unplug your PSP from your computer.