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Downloading Wallpapers To Your PSP™
Place your cursor over the link to the wallpaper you'd like to download, and hit the triangle button on your PSP™. Next, scroll to the File menu, and press the "X" button on your PSP™. Choose the "Save Link Target" option on your PSP™ Make sure the "Destination" folder is set to "/PSP/PHOTO/". Select "Save" and hit "X". When your download completes, your wallpaper will be accessible from the Photos Section of your PSP™. If you don't know how to set an image as a PSP™ wallpaper, please consult these instructions.