A memory stick is an electronic file storage format used by many electronic devices, including the PlayStation Portable. Its tiny size (about the size of a postage stamp) and range of storage volumes (from 32 MB to 32 GB) makes it a convenient format.
The PSP can read music, picture, and video files from a Memory Stick and play them for the user to view or listen. The Memory Stick is one of two media compatible with the PSP (the other is the UMD). Either the Memory Stick Duo or the Memory Stick Pro Duo can be used.
Pronunciation: mem-uh-ree stik
You can save music files on a memory stick and listen to them on your PSP.