Well, if you have a wireless router and you have connected the psp up2it then you can download music from the web (my site
www.entertainmentcentre.co.nr). there is places like
www.mp3shits.com and so on but they are ILLEGAL (i am taking no responsibility whatsoever).
If, on the other hand, you have a cable plugged into ur comp (excuse the shitty abbreviation) with the other end pluggable into your psp, you can get music onto your comp (grrr) by your own means and then put it on by going to the "usb connection" button under the settings menu on ur psp. the putting the music files in X:\psp\music.
(if you want folders/albums you can create another folder in the "psp\music" folder)
Helpful?