Instructions
Using the PSP
Connect the PlayStation Portable to your computer using the USB sync cable.
Insert the memory stick into the "Memory" slot on the PSP.
Turn the PSP on.
From the navigation bar, scroll to the left until you reach the "Settings" sub-menu. Select "USB Mode." Your computer will detect the PSP.
Click the "Start" icon in the Windows task bar. Select "My Computer." Double-click the "Removable Disk/PSP" folder. Double-click the "Media" folder. A list of folders and miscellaneous files will come up.
Right-click on a blank area in the media folder, select "New," then click "Folder." A new folder will be placed on the memory stick. To rename the folder, right-click the folder and click "Rename." Enter the name you want.
Using SD Card Reader
Insert your memory stick into a USB SD card reader or your computer's built-in SD card reader.
Click the "Start" icon in the Windows task bar. Select "My Computer." Double-click the "Removable Disk/PSP" folder. Double-click the "Media" folder. A list of folders and miscellaneous files will come up.
Right-click on a blank area in the media folder, select "New," then click "Folder." A new folder will be placed on the memory stick. To rename the folder, right-click the folder and click "Rename." Enter the name you want.