PSP & PS Vita Music
Play your own music on your PSP or PS Vita, in MP3 or other format, or watch UMD-format music videos. Find out how to transfer your playlists to a memory stick, and read about the latest videos.
How to Transfer Music to a PSP
Transferring music and other audio files to your PSP is not difficult, once you know the process. Then you can use your PlayStation Portable to listen to your music wherever you go.
Icemat Siberia In:Ear Headphones Review
Icemat has made a nice set of in-ear headphones that were developed especially to replace the existing PSP headphones.
Logitech PlayGear Amp Review
You might consider this accessory if you want to play music on your PSP without headphones. Review by Roger Altizer, PlayStation Games Guide.
iPSP -- PSP as a Music Player
The folks over at IGN spent a week with the PSP as a music player. Find out what they thought.
Enjoy Music on PSP
Memorystick.com has these instructions for transferring music files to a PSP memory stick and listening to those files.