So, assuming youve got a a memory stick. Youll need a USB Cable if you have a digital camera youl have one. If not you can get em for like 6$ at Wal Mart. Go to system settings then hit format memory stick. Once its done formatting, go to system settings and select USB Connection. Make sure you have the USB Cable plugged in. Now itll show your PSP as a Removable drive under My Computer. Just put stuff in there (there will be folders like MUSIC VIDEO etc.) This whole time you gotta have it on USB Connection mode. Once you put all you want on your PSP exit out of USB mode and ta-da!