How to Put a Memory Card Inside the PSP

1). Turn off your Sony PSP by sliding the power button upwards until the screen turns off.
2). Open the memory stick reader door on the left-side of the Sony PSP. You will see the edge of the existing memory stick. Push in gently on the memory stick until you hear a slight click. Release and the memory stick will pop out.
3). Insert the new memory stick, making sure that the branding is facing downwards (branding is the name of the memory-stick maker, which is either Sony or Sandisk). Push in all the way until you hear that same click, and close the memory stick door.
4). Turn your PSP back on, go to "System Settings" and select "Format Memory Stick." Your memory stick will now be formatted to the PSP file system.