How to Download Music to PSP. It takes more than just pushing a button to download music into your Sony PSP. In this wikiHow we'll look at the steps you must. The PSP can do a lot of things. One of the coolest features of this handheld video game system is its built in MP3 player. If you are just starting. PSP Music Downloads: Freeware Spiele zum Download von Arcadegames bis Strategiespiele. Download a PSP video converter i. Sources and Citations Official USA PSP Site Download the latest firmware. Golf freeware a magic memory stick for PSP How To: Ensure that you have a Memory Stick inserted. The files will begin copying to your PSP's Memory Stick.