it depend on what firmware you have, if you have 2.8 or higher just download MP4 videos to the video folder on your psp. If you have firmware below 2.8 than you need to either goto sites (like psp.connect.com) that have videos in the crazy number format (MP_ROOT/100ANV01/MAQ10001.MP4) for video not in that crazy format you need to download it to your pc and use a converter like pspvideo 9 to put the video on your psp.
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