Things You'll Need
Instructions
Insert a Memory Stick Duo into the dedicated port at the lower left side of your PSP console. Ensure there is sufficient free space on the Memory Stick Duo by selecting "Videos," "Music" or "Pictures" on your PSP's main menu and reading the amount of space free below the "Memory Stick" icon.
Connect your PSP to your PC using the USB cable. Enable "USB Connection" mode on your PSP by selecting the option from the drop-down menu at the far left of the PSP's main menu. You will see a confirmation screen on your PSP notifying you that the console is communicating with your computer, and your PC will recognize the PSP's memory as removable media.
Open the directory for your PSP's Memory Stick Duo by double-clicking the icon. Within this directory, there are three folders in which you can create new folders: VIDEO, MUSIC and PICTURES. Open the directory in which you would like to create a new folder by double-clicking on the appropriate folder.
Create your new folder within one of the three main folders by right-clicking an empty space within the directory and selecting your computer's "Create a New Folder" option. Name the folder, and transfer any files you'd like into the new folder by copying and pasting them from their location on your PC. Depending on the number and size of the files, the transfer process may take a few minutes.
Disconnect the USB cable from your PC and PSP, and take your PSP out of "USB Connection" mode by pressing the O button. You can now view your new folders and their contents beneath the "Videos," "Music" and "Pictures" options on the main menu screen of your PSP.