Not only can you use your PSP to play UMD titles (games and movies), but you can also download additional software to your PSP. To do this, you will need adequate space on a Sony Memory Stick in order to store the data.

Don't forget that the Memory Stick is also how the PSP saves all your games, so you may want to check available space by doing the following;

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There are two ways in which to transfer data from a PC to your Sony PSP. You can either connect your PSP directly to your PC using the USB port on the device. Or you can use a Memory Stick Data recorder.

[INSTRUCTIONS TO BE ADDED HERE SOON]

Most users will typically just connect their PSP directly to their PC using the USB cable.