Insert the memory stick into an SD port on your computer or a memory card reader that's connected to the PC. Click the Windows orb and select "Computer" in the right pane of the Start menu.

How to Transfer JPEGs to a Memory Stick. The JPEG file format is often used to compress file sizes and store an extremely wide range of colors. The shrinking cost of USB memory sticks makes ...

And since data on the Memory stick can be accessed by connecting the PSP to a PC via USB ports, you'll be able to copy your saved data to your PC and can retrieve it whenever you want.