How to Put your favorite music on a PSP
Go to your music folder and pick a song, now take your PSP and put in USB mode and plug it on your computer, in the screen that will pop-up click in Open Folder to View Files. Now go to your PSP in Windows Explorer and create a new folder called: Music. Now click and drag a song from your computer to the new folder in PSP that you just have created. Wait until it finishes to move your songs to your PSP. Now go to your PSP and select the Memory Stick, enter in that folder you have created and you can now listen to your songs.