Instructions
Turn on all of the PSP consoles that will be in the multiplayer game and allow "Grand Theft Auto: Vice City Stories" to load.
Press the "Start" button. This pauses the game and brings up a menu. Scroll down the menu until "Multiplayer" is selected. Have each player complete this step to enter the multiplayer version of the game.
Select the "Accept" option when prompted with the online user agreement. The "Accept or Deny" prompt appears automatically once "Multiplayer" is chosen. Have each player perform these actions as well. This allows each PSP to detect the other connected devices. As each player is connected, he will be able to play in the multiplayer version of the game.