The Sony PSP is not just design for video gaming purposes.
It has many functions, among which is downloading music.
You can download music on your PSP using a CD or over the internet for latest and wide selection of music.
To download specifically from a CD: Initially open your PC CD disc tray, Place CD in drive on computer and copy to hard drive.
Follow the directions for downloading to PSP as you were prompted for.
To install music in your PSP directly from internet sites.
Choose an internet site that has been scanned for viruses and make sure the tunes are free or that you pay accordingly.
Follow the directions for downloading or installing music in your PSP.
Downloaded music must be converted to a MP3 format; the PSP only supports music in a MP3 format.
Download music from your computer files to your PSP: connect your PSP to your computer by using a USB cord.
Press the home button on PSP (it's a tiny button on the left of the screen).
Use the left right directional buttons to find Settings, next use the up and down buttons to find USB connection.
Press the X button on the PSP and now you should see where the PSP is connected.
Your computer will also state that a new USB connection has been made; it should show you a generic hard drive typically E or F.
Click on the drive that corresponds with the PSP.
Create a new folder on this drive; name it either PSP or Music, or another name of your choice.
Copy desired music to the folder.
Once you have completed the download press the O button, this will get you out of the USB connection mode.
Use the left-right arrows to move the music area.
Next use the up-down arrows to find "Memory Stick".
Choose the folder by pressing the X button.
All of your music should be there.