Prepping Your PSP
Before you begin to download videos onto your PSP, you first will need to make sure you have somewhere for the videos to be stored. If you do not own a Memory Stick Pro Duo, purchase one with at least 2GB of free space. Depending on the videos you will be downloading, you might need more space. If you want to house full movies on your console, consider at least an 8GB memory stick. If you download more than what you have room for, consider transferring videos to your computer for storage using the PSP's USB connection. This way you will always have free space for new videos. Once you have a memory stick and it is inserted into your PSP, power the system on and connect to the Internet with the console's browser.
Searching For Content
When looking online for videos, be aware that only certain video formats are compatible with the PSP. Look for videos that are in the MP4, AVI or Memory Stick Video formats. These videos can be downloaded and played directly from your PSP without having to convert the files into a different format. Some websites feature video content that has been formatted specifically for handheld devices such as the PSP. Sony has an official Playstation Network Store which features movies, television shows and trailers that can be downloaded directly to the PSP. For gamers that prefer user generated content such as videos found on YouTube, DailyPSPMovie releases new content every day. If you're interested in the latest video game news, previews and reviews, visit GameTrailers.com and access their catalog of video game-related videos that can be downloaded or viewed directly through your browser.
Downloading
After you've located the videos you wish to download, navigate your cursor to the selected content and press "X" on your PSP. You'll see a notification pop-up confirming that you want to download this content onto your memory stick. Press "X" again to confirm, and your download will begin. Depending on your wireless connection speed this can take a few seconds or several minutes. It is suggested that you keep your PSP connected to a power outlet to prevent the battery from being drained during this process, especially when you're downloading full movies. Once your download is complete, you can select the video from your PSP's Cross-Media Bar and start watching.
Converting Videos
If you see video content that doesn't fall under the compatible file types, download the video to your computer and use a video conversion program such as PSP Video 9 to turn the video into a readable file. PSP Video 9 is recommended by Sony and is free to download. This is useful for videos you've already downloaded to your computer or content that you wish to make available for portable viewing.