1:download the 3.03 sony update
2. Plug in your PSP to your computer using a USB cable.
3. Select USB Connection from the 'settings' menu in the XMB
4. Open the Drive letter your computer assigns to your PSP (e.g E:\)
5. Open the "PSP" folder, then open the "GAME" folder.
6. Make a folder called "UPDATE" and make sure it is in caps.
7. Copy the firmware update into your "UPDATE" folder on your PSP.
8. Make sure the firmware update file is called "EBOOT.PBP"
9. Close the USB Connection and disconnect your PSP from your computer.
10. Make sure you have a full battery or plug in your PSP into the AC Adaptor.
11. Go to the memory stick under "Game" on your PSP and you should see the PSP firmware update.
12. Highlight the firmware update and press 'start' to start the update.
13. Now follow the on-screen instructions.
14. Once the update has finished, restart your PSP.
15. Now go to Settings > System Settings > System Information and check that the System Software has been updated.