Things You'll Need
Instructions
Load the memory stick into the PSP. If it needs to be formatted, the system will notify you; follow the onscreen prompts to complete the formatting process.
Connect the PSP to your computer using the USB cable. Allow the computer to recognize the memory stick.
Access the memory stick via My Computer. Locate the PSP folder and open it. Inside, you'll find a folder labeled GAME. Open that folder and you should find another folder labeled UPDATE. If you don't find these folders, you will have to create them manually using your computer. You must use all-caps to name them.
Download the PSP system update to the UPDATE folder from the PlayStation Support website (see references).
Disconnect the PSP from your computer. Locate the Game icon on the XMB dashboard and access the memory stick icon in this column.
Install the system update by highlighting it, selecting it and following the onscreen prompts as they appear. The PSP must be fully charged and plugged in to a power source using the AC adapter for this process to work.