Things You'll Need
Instructions
Save an MP3 file to your computer. To do this you can either download a song off of a legal music files sharing website, or you can rip songs off of a CD you already own by using Windows Media Player.
Plug your PSP into your computer using a 5-pronged USB cord. Attach the small end into the top of the PSP and the opposite side into the USB slot in your computer. Click the "Settings" icon on your PSP's desktop and scroll down the menu to select "USB Connection."
Click the option "Open to view all files" in the window that loads on your computer screen. Double-click "PSP" and the "MUSIC" in the PSP window that will open. Drag all of the MP3 files you want to play on your PSP into the "MUSIC" folder and exit out of all of the open windows.
Disconnect your PSP safely from your computer. To do this, right-click the green check-mark icon in your desktop's icon tray located at the bottom right corner of your computer screen. Click "Stop" and then "Sony PSP" from the windows that open. After doing this a message will appear automatically that tells you when it is safe to disconnect the device.