Things You'll Need
Instructions
Insert the memory stick into your PSP's memory stick slot, which is located on the left side of the console.
Connect the PSP to your Xbox 360 with the Mini-B to USB cable that is supplied with your PSP.
Turn your Xbox and PSP on. Select the "Settings" menu in your PSP's main menu, then select the "USB Connection" option. This sends the PSP into USB mode.
Select the "My Xbox" option on your Xbox 360 main menu, then select the "System Settings" option.
Select the "Memory" option in the settings menu, then select the "USB Storage Device" option. Select "Configure Now" to open a menu of configuration options.
Select "Option 1" to configure (and erase) all the data on you memory stick. If your memory stick is big enough, you can choose "Option 2" to configure only a portion of the data on your memory stick. Once the configuration and testing process is complete, use your PSP (memory stick) to store Xbox 360 game saves.