Camera how can the psp have pictures when it dont have lens for the camera

Sorry, I don't mean to be rude to the last post, but, you can play AAC format which is what iTunes plays. You can also play: WAV*, WMA** and MP3 formats. Sorry if I was being rude in any way. ^-^;

*WAV format is usually a voice recording track. Like if you where to record something using "Sound Recorder", it would save the file in WAV format.

**WMA format is usually an audio track ripped off a disc using a program besides iTunes.

You can transfer it from your sstem by connecting using a USB cable..
Here's how to do it just in case you wanted to do it..

It's not too hard to transfer files from your Windows PC to your Sony PSP, but here's the trick: the "PSP Value Pack" doesn't have everything that you need. Not so good. In fact, you'll want to add a larger Memory Stick Duo, for example, because 32MB just isn't much space at all, when you come down to it.
The other missing piece in the Value Pack is the USB cable that lets you connect your Sony PSP to your Windows PC and, of course, vice versa. Fortunately, these are pretty easy to find - anywhere that carries Sony digital cameras should have the right USB cable, or you can try somewhere like Froogle to find a cable. I did a quick search and found this $7.95 cable from one store.
To get everything working, plug the Sony PSP into the Windows PC via USB cable, plug the PSP into the wall, then turn both units on. On the PSP, click the "USB Connection" button (on the Settings menu) and, hopefully, your PC will beep and tell you that it's found a new "removable disk": your PSP.
Using Windows Explorer, find the new PSP device and if there isn't already a folder called PHOTO on it, create one as you ordinarily would create a folder in Windows. Now just drop in any JPEG images you'd like to have viewable on your PSP while on the go.
Music-wise, you'll want to create a folder called MUSIC and drop in MP3 format music files (which means that you can't play music you get from the Apple iTunes Store, for example, because that's in a different format).
I hope that'll get you going with this process. It doesn't seem too hard!