Types
The PSP supports the MPEG-4, H.264 and AVI video formats. If you transfer video files of another format to your PSP's memory, they will not show up under the "Video" menu. Your PSP will also not play files that are copyright protected.
Firmware
You must have PSP system software version 2.8 or greater to transfer videos to your PSP (update your system software at the link under Resources).
Solutions
In order to prevent problems accessing video files that are not of the supported type, you will need a media converter. Sony's Media Go software (linked to in the Resources section) will help you convert a wide variety of video files to one of the PSP-compatible formats.
Features
To convert video files using Media Go, simply download and install the software to your home PC. The program functions both to convert files to the proper format, as well as to aid in transferring them to your PSP. You will need the USB cable that came with your PSP. Connect to your PC with the PSP in "USB Mode," in order to transfer files of these types.
Considerations
According to PlayStation, your PSP will not play videos--even if they are in one of the correct file-format types--if their run time exceeds six hours and thirty minutes.