Just a note image files have to be in JPEG, PNG, or GIF format and video has to be MPEG-4 format
Step 3: Themes, Pictures, Music, and games
For Themes go into "psp" then right-click select "new" then "folder". Name the new folder "THEME", It HAS to be in all caps. My favorite site for themes PSP Themes .Now do that again for pictures naming the folder "PHOTO". For Music name the folder "MUSIC" and for games name it "GAMES" or "GAME" it depends.