You put music on your PSP using a memory card. A 512MB or larger memory card is recommended. Put the memory card in your PSP and hook up using a USB cord to a computer. Move the music files from your computer to the memory card and enjoy.
katyh1988, Shopping Expert
Then again, this answer might help you...
You can put music on your personal PlayStation by connecting to the Internet and downloading the music. You can also put a music CD in your game tray and copy it.