Open up the PSP's battery door. Pull out the battery and look at the system's model number:
PSP-1000 - Japan - REGION 2
PSP-1000 K - Japan - REGION 2
PSP-1000 KCW - Japan - REGION 2
PSP-1001 K - USA - REGION 1
PSP-1002 K - Australia, New Zealand - REGION 2
PSP-1003 K - UK - REGION 2
PSP-1004 K - Europe - REGION 2
PSP-1005 K - Korea - REGION 3
PSP-1006 K - Hong Kong - REGION 3
PSP-1007 K - Hong Kong and Southeast/East Asia - REGION 3
Thanks to this site...or at least, what I could understand of it.
http://www.thaipsp.net/reviews/pspmodel.htm