Things You'll Need
Instructions
Purchase a movie on the UMD format. Retailers like Best Buy, Gamestop, and even online retailers like Amazon.com or DeepDiscount.com all sell hundreds of titles on the UMD format. These discs operate essentially the same way standard DVD or Blu-Ray discs do, only they are much smaller and are designed to be played only on the Sony PSP.
Turn on your PSP by pressing the "Power" button.
Place your UMD movie into the PSP's disc drive the same way you would a video game disc.
Wait a few moments for the disc to load. You will see a few disclaimers and FBI warnings warning against movie piracy.
Select the "Play" button from the movie's main menu by using the directional pad to highlight it and then pressing the "X" button to select it. This will play the movie on your PSP's screen. You can use the system's external speaker to listen to it or hook up a pair of headphones if you want some privacy. At any time you can back out of the movie and return to the PSP's main menu by pressing the "Circle" button on the PSP's game pad.