How can I download music and other files to my PSP?
How To Transfer Files to a PSP Memory Stick (Older Firmwares)
. Image files go in the "PHOTO" folder, audio files go in the "MUSIC" folder, and video files go in the "100MNV01" folder
video should be converted
PSP video 9
You can use the USB cable to connect it to your computer and transfer the files over.
We've written about this in the past: //www.makeuseof.com/tag/how-to-transfer-music-from-your-pc-to-your-psp/