Things You'll Need
Instructions
Turn on the PSP by pressing the silver power tab up located on the bottom right side of the device.
Press the left arrow key all of the way over until the "Settings" icon is highlighted.
Scroll down the list of options and press "X" when the "System Settings" icon is highlighted.
Scroll down the next list of options until "Enable WMA Playback" is highlighted, and press "X."
Read through the user agreement and press the right arrow key once after you are done. This takes you to an option that either lets you accept of decline the user agreement. If you accept it, WMA files will now be enabled.