Check psphacks.com or do a google search on "adding video to psp"
Download pspvideo 9......its pretty much all u need 4 conversion...
Your also gonna need at least a 1 gig memory card....bout $100 or so
You'll need to install thr neccessary files to add video onyour psp....its pretty easy just check google 4 the FAQ's....(frequently asked questions)
Do the legwork,it aint hard...google is ya friend