Up loading music, Vids, Pics, Themes

get a memory stick duo of any Gigabyte size you want, Turn on the psp and insert the memory stick duo.Navigate to SETTINGS, under SETTINGS scroll to the SYSTEM SETTINGS and press the X buttom. system settings will appear, then scroll to the FORMAT MEMORY STICK and press the X buttom.
a message will appear and select yes, this will format the memory stick duo and create folders like MUSIC, VIDEO ,PICTURES etc. required by the psp.
restart the psp system and you are good to go. remember to save MP3 songs you want to play on your psp to the MUSIC Folder on the memory stick duo when you connect it to your computer in USB mode. if you want to play WMA format songs, navigate to system settings and select the ACTIVATE WINDOWS MEDIA AUDIO(WMA), make sure you are in a wireless hotspot to connect to the internet to activate WMA playback.
online manual for psp: click on the link. http://manuals.playstation.net/document/en/psp/current/index.html
Good Luck.
if you need more help comment me back.