Things You'll Need
Instructions
Connect your PSP to your computer using the included USB link cable. One end of the cable plugs into an input on your PSP (labeled "MicroUSB") and the other plugs into any free USB port on your computer.
Initiate the USB connection from your PSP's home screen. Select the "Settings" option from your PSP's main menu. Highlight the "USB Connection" option and press the "X" button on the PSP's keypad.
Wait a few seconds for your computer to recognize your newly connected hardware.
Open the "My Computer" icon on your desktop.
Look for the folder that represents your PSP. It will appear under the "Drives and Storage" heading, and will have a drive letter assigned to it in the same way that your hard drive or CD-ROM/DVD-ROM drive does. Double click on this to enter.
Drag the downloaded movie you want to store on your PSP memory stick into this folder. A dialog box will appear onscreen indicating that it is now being copied over to your PSP's memory stick via the USB link cable. Depending on the size of the file, this could take a few seconds or a few minutes. The dialog box will disappear when the file copy is completely.
Remove the USB link cable from your PSP and your computer. The downloaded movie is now stored savely on your PSP's memory stick.