Things You'll Need
Instructions
Download and install a program that can convert WMV files into MP4 files (see Resources).
Hook a USB cable from the PSP to your PC. Look for the hardware icon that will pop up on the toolbar. Double-click it to open the folder.
Double-click on the software program's icon to open it. Choose "Video" when it asks you for the file type. Click on "Open" to browse for the WMV file you wish to convert.
Choose "MP4" as the output file.
Choose the PSP's memory stick as the location to save your newly converted MP4 file.
Select "OK" or "Convert" to start the conversion process. It may take a few minutes. The converted file will show up in your PSP's video folder.