This is the official Sony PSP Website. Sony PSP
This is the site that I used to transfer files to my PSP. It is very easy to follow! PSP Basics
Here is another site with some stuff that might be helpful.PSP World
The PSP is very
picky about videos. You might need to follow this guide:Video Guide
I've never put games on my PSP (my mem stick is too small!
), but this might help:Homebrew games
Whew! A lot of reading, but its worth it to trick out your PSP!!!
Also, you can download offical PSP demos off of the Sony PSP website (the link should already be on your PSP when you open the web browser; under 'Bookmarks'). Hope everything works out!!!