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An example on how to safe documents , photo's or data to a usb drive Click start all programs accessories open windows explorer navigate to your photos
Right click on the documents , photo's select copy navigate back to the usb drive right click select paste or select the top photo hold the mouse cursor then select the bottom photo then drag the photo's to your usb drive then drop them
or if you are downloading data or programs from the internet once it starts downloading windows will ask whether you want to run or save it
a browse option will open you can save it into a folder in my documents or another device or a usb device If you need more help with this post a reply
Insert a Memory Stick into the Memory Stick slot in the left side of the PSP. Depending on how many photos you want it to hold, you may need to get a larger one than the stick that came with your system.
Turn on the PSP.
Plug a USB cable into the back of the PSP and into your PC or Mac. The USB cable needs to have a Mini-B connector on one end (this plugs into the PSP), and a standard USB connector on the other (this plugs into the computer).
Scroll to the "Settings" icon on the home menu of your PSP.
Find the "USB Connection" icon in the "Settings" menu. Press the X button. Your PSP will display the words "USB Mode" and your PC or Mac will recognize it as a USB storage device.
If there isn't one already, create a folder called "PSP" on the PSP Memory Stick -- it shows up as "Portable Storage Device" or something similar -- (you can use Windows Explorer on a PC, or Finder on a Mac).
If there isn't one already, create a folder called "PHOTO" inside the "PSP" folder (on newer firmware versions, this folder may also be called "PICTURE").
Drag and drop image files into the "PHOTO" or "PICTURE" folder just as you would save files in another folder on your computer.
Disconnect your PSP by first clicking on "Safely Remove Hardware" on the bottom menu bar of a PC, or by "ejecting" the drive on the Mac (drag the icon into the trash). Then unplug the USB cable and press the circle button to return to the home menu.....
Try reformatting the memory stick. If that does not work he can try to connect just the memory stick it self ( may need an adapter) to the mac and formatting it there. Other wise you may need a driver for the PSP.