Make sure you have a memory stick inserted into your PSP. Go to the Settings menu and select USB connection mode.

To sync iTunes music to your Sony PSP from a Windows PC:

1. Download and install doubleTwist (free download)


2. Plug in the USB cable into your PC


3. Your PSP will show up under "Devices" inside doubleTwist


4. Click on the PSP icon


5. Click on the Music tab to configure your sync preferences. Select "Sync music with this device" if you want to sync music. You can sync "All music" or you can select specific iTunes playlists.


6. Click Sync on the bottom right and doubleTwist will automatically sync your music to your PSP. doubleTwist remembers your settings so you only need to do this once (or whenever you want to change your PSP video sync preferences)