Step 2: Once you download the update to your computer, you need to copy it to Memory Stick Duo media.
You can either plug the Memory Stick Duo card into your PSP and then connect the PSP to your computer, or if you can copy it to the memory stick some other way, that’s fine also.
Sorry to disappoint): Skip this step if you already have Firmware 6.60 installed on your PSP.
There are two ways to update PSP firmware - through the network or with a PC.
In order to update PSP firmware with the network, a wireless internet connection is required.
Because there are three different ways to update, the first step is to choose which one you'll use.
Read the instructions for each if you're not sure, and choose the one that fits best for you.