Things You'll Need
Instructions
Attach one end of the USB cord to the top of the PSP and connect the opposite end to the USB port on your computer. Turn the PSP's power button on by sliding up the silver tab, which is located on the bottom-right side of the device.
Press the left arrow key until the "Settings" icon is highlighted. Press the down arrow key once to activate the "Settings" list of options. Scroll through the list and select "USB Connection."
Wait for the small window to open; it will appear on your computer's desktop after about 1 minute. Scroll down the list and double-click the "View All Files and Folders" option.
Double-click the "PSP" folder. From there, you will be led to another window that will have a series of five or six different folders. Right-click the mouse in any open area of the window and scroll your mouse over "New" option. From the menu that opens, select "Folder." Rename the folder to read "MUSIC," in all capital letters and without the quotation marks.
Verify that the folder was created and works properly by dragging any audio file into the newly made "MUSIC" folder. Disconnect the PSP from the computer and press the right arrow key on your PSP until the "MUSIC" icon is highlighted. Click the down arrow key and select the file that you dragged into the folder in Step 4. If the steps were followed exactly then the audio file will play back through the PSP.