Connect you PSP to your PC with cables in fact there is a wide range of PSP cables for a wide range of PSP uses.
If your cable isn't here why not search under PSP hardware.
Links
PSP | PSP Consoles | PSP Games | PSP Memory | PSP Controller | PSP Wireless | PSP Cheats | PSP Books | PSP In Car | PSP Sound System | Cheap PSP Games | Cheap PSP Consoles | PSP Silver | PSP Slimline | PSP Stand | PSP Steering Wheel | PSP Gun | PSP Light Gun | PSP Headset | PSP Cables | PSP Adapter | PSP Eye Toy | PSP Dance Mat | Microphone | PSP Hardware | PSP Remote Control | PSP Remote | PSP DVD | PSP | PSP Consoles | PSP Games | PSP Memory | PSP Controller | PSP Wireless | PSP Cheats | PSP Books | PSP In Car | PSP Sound System | Cheap PSP Games | Cheap PSP Consoles | PSP Silver | PSP Slimline | PSP Stand | PSP Steering Wheel | PSP Gun | PSP Light Gun | PSP Headset | PSP Cables | PSP Adapter | PSP Eye Toy | PSP Dance Mat | Microphone | PSP Hardware | PSP Remote Control | PSP Remote | PSP DVD |