First, what kind of computer and operating system do you have?
Have you tried plugging the PSP into the computer and then going to the icon that says "USB Connection" (on the PSP)? The computer will not recognize the PSP unless you do that.
Also, do you have a do you own an iPod or some kind of digital camera? If so, most come with software that installs the USB driver.
Does anyone know what drivers I need to download from microsoft to get usb - mass storage device to recognize my son's psp.