Things You'll Need
Instructions
Listening to Internet Music on a PSP
Connect the PSP to the Internet by flipping the WLAN switch on the side of the PSP. Click on "Network Settings." From there, click on "Infrastructure Mode" and create a new connection.
Go the the "WLAN setting" on the PSP (it's also under the "Network Settings" banner) and hit "Scan" to search for a WiFi network. If you're not near your own network, you'll have to find one nearby.
Manipulate the PSP over to the "Address Setting" function and hit "Easy." Then go to the main menu and hit "Internet Browser." You should be connected to the Internet.
Find a music website such as Grooveshark (see Resources below) and follow the instructions for connecting to their service. They should enable you to listen to streaming music on your PSP.
Downloading Music Onto Your PSP
Access the music files on your Mac or PC. You can download MP3 files off of the Internet through programs like iTunes, or burn them directly onto your computer by inserting a CD into the drive and following the instructions on your MP3 player. Unlike the streaming files which you might listen to via your Internet connection, MP3 files contain the whole song on your computer--which means you don't need to be online to hear it.
Connect one end of a USB cable to your PSP and the other end to your computer. This will let you download MP3s from your computer to your PSP.
Go to the "USB Connection" menu under "Settings" in your PSP. Activate the connection: it will allow your PSP to "communicate" with your PC or Mac.
Open a new file for your PSP music on your Mac or PC. Click and drag all of the MP3 files you wish to listen to into it; it should create new copies of the files for use on your PSP.
Press the "O" button on the PSP. That should transfer the files to it and allow you to listen to it when you like.
Access the music files by selecting "Music" on the PSP menu, then scan to find the track you wish to listen to and hit "Play."