Connect your psp up with a cable, turn on your psp and go onto settings.
look for something that says "USB Connect" press that.
It should connect your psp up to the computer.
From your pc load up "my computer" and it should come up as a removable disk.
There is a folder called PSP and inside you should find a folder called Music, just add all the music into that folder and then disconnect your psp via the psp by pressing "O"