Tell you how to download videos to psp.

1-Connect the computer and the PSP together, making sure that the PSP is switched off to begin with, and switch the PSP on once the connection is made.
2-With the PSP go into the SETTINGS menu, and press X, which should link the PSP to the computer. If you then go into MY COMPUTER on the computer, you should see an extra volume has been attached. This is the PSP/Playstation Portable.
3-Open the PSP memory card and then open the folder called PSP. With this open you need to create another folder inside that one, this one called “MP_ROOT” and then another one called “100mnv01”
4-Save the movies you want to watch in the folder “100mnv01” and then you are ready to rock! The movies can be started by clicking on the saved image inside the memory card. One thing to note though is that the movies need to be in MP4 format (Google it), and if you want to convert your existing DVDs etc to this format you may want to get some specialized software.
For more information, you can go
http://xlinksoft.com/psp-video-converter/Do-You-Really-Know-Your-PSP.html