Instructions
Download the theme that you want to transfer to you PSP from a site such as PSP-Themes, PSPotter or PSP Twist (links in Resources.)
Connect your PSP to your computer using a mini-USB cable and then switch on your PSP.
Scroll left on the PSP menu bar until you reach the "Settings" section.
Scroll down on the "Settings" section until "USB Connection" is highlighted and then press "X." The words "USB Mode" are shown on your PSP screen and your computer will detect the PSP as a USB device.
Navigate to the folder on your computer where the PSP theme files are located. Select all the themes that you want to transfer to the PSP and press "Ctrl-C."
Navigate to the "PSP" folder on the memory stick and then open the "Theme" folder.
Press "Ctrl-V" to transfer the PSP themes that you have selected to the memory card.
Press the "O" button on the PSP once the transfer is complete to disconnect USB mode.
Disconnect the mini-USB cable and scroll down to "Themes Settings" on the "Settings" section of the PSP menu.
Press "X" to open the theme settings and then press "X" to display a list of available themes.
Scroll through the list of themes using the D-pad to view a preview of the theme on the left of the screen.
Press "X" to select a theme and then select "Apply." Select "Yes" when asked if you want to overwrite the current theme.