you need windows xp, or your gonna have to hunt down the usb drivers. if you got xp though its as simple as hooking it up to your computer via usb and selecting USB mode in the PSP options, (on the actual psp)
when you do that it will install itself as a removable drive on your computer. if you had previously formatted your memory stick it should have created the proper folders for you. music/games/images. if not go back and format your stick, (back up your gamesaves to your computer first)
simply throw the mp3's in the music folder and the images in the image folder and leave USB mode, it should work just fine. i dunno what other filetypes the psp supports but i do know mp3 and jpeg work just fine
for movies however you have to convert them to mp4 format and rename them with weird filenames to get them to work, IMO its not worth the trouble unless you havea huge ass memory stick
Ah, that's emulation, which we do not condone here on ESF. You'll have to ask your questions elsewhere to get answers. You've been around here long enough to hopefully know that, so here's a warning :warning: for asking for help with and linking to a warez site.