Instructions
Connect the Sony PSP to the computer you have saved the theme to.
Copy the custom Sony PSP theme file into the "THEME" folder inside the "PSP" folder on the Sony PSP memory stick. You can open the memory stick by clicking "Start" on your computer, clicking "Computer" clicking the "PSP."
Pull the USB cable out of the PSP and select the "Themes" option in the "Settings" menu. The Sony PSP scans the memory stick for installable themes. A list on themes on the memory stick is displayed.
Select a theme and select "Apply" when it comes up. The custom theme is installed onto the Sony PSP, and is applied automatically.
Change the theme back by select the "Default" option on the Sony PSP theme settings menu.