These instructions are pretty generic, but try it and see if it works.
Hook up your psp to your computer. Look under "My Computer", your psp should be listed there. Double click on it and it'll open a window for your psp. Now open the folder with your files in it(usually your Shared folder, located at C:\Documents and Settings\"your account name"\Shared).
Then just drag your files from your shared folder and drop them onto your psp.
A little more detailed explanation here:
http://www.gnutellaforums.com/open-d...tml#post304581