Instructions
Turn on your Sony PSP. Plug your PSP's memory stick into the memory stick reader located on the PSP's actual case.
Use the PSP's directional pad to highlight the "Settings" menu. Press "X" to select it.
Use the PSP's directional pad to highlight "System Update." Press "X" to select it.
Use the PSP's directional pad to highlight "Update via Internet." Press "X" to select it. From the list that appears, use the PSP's directional pad to highlight the name of your home wireless connection and press "X" to select it.
Press "X." This will download and install the PSP system update, which will add a free Internet browser to your PSP's main menu.