For the make problem, make sure you are launching the .bat file from your PSPDEV directory and when the command prompt starts it displays a couple lines that look something like this:
C:\pspdev>set path=C:\Python24\.;C:\WINDOWS\SYSTEM32;C:\WINDOWS; C:\WINDOWS\SYSTEM32\WBEM;C:\WINDOWS\SYSTEM32\WSG32 \;C:/pspdev/bin;C:/pspdev2/bin;c:\pspdev\bin
C:\pspdev>set PSPSDK=C:\pspdev\psp\sdk C:\pspdev>cmd Microsoft Windows XP [Version 5.1.2600] (C) Copyright 1985-2001 Microsoft Corp.
C:\pspdev>
That means that it set all the paths pointing to the files it needs. Then you can go to the folder you want and type make and it should work.
Hope that helps,
Nick