Note that all of the folder names need to be capitalized or else it will not work.
There are several ways that you can update the firmware on your PSP.
Step 3: Before you copy the file to the Memory Stick Duo, you first need to create a few folders.
On the stick, create a folder called PSP, then create a folder inside that called GAME, and finally create a folder inside GAME called UPDATE.
Step 5: Now make sure to fully charge your PSP and plug it into a wall outlet.
If you do not fully charge it, the update could fail due to a glitch.