Then navigate to the PSP's game menu on the XMB menu and select update.
Connecting with a Mini USB Cable Connecting with the Memory Stick Community Q&A Do you want to connect your Play Station Portable (PSP) to your computer, but you're not sure how?
Fortunately, updating your PSP's firmware is not difficult, though it can be a little confusing at first.
Keep in mind, however, that if your want to run homebrew programming, updating your firmware might not be the best choice.
We encourage you to check this page from time to time for system software updates and to always maintain your system to use the latest version of the system software.
An update to the PSP® system software was released on January 15th, 2015.
There are several ways that you can update the firmware on your PSP.