Do you want your files to be hidden in your PSP? No worries, there's one way that hides your folder without installing anything or doing anything in your PSP.
You just need a USB connector, the PSP and a PC or laptop.
First, connect your PSP to your desktop PC or laptop, whatever you have.
Second, navigate through your Memory Stick and find the folders that you want to hide.
After that, rename your folder to this --> (Ex. MUSIC ) = (MUSIC_OFF) without the open and close parenthesis.
There, basically, once you navigate your PSP icons, specifically MUSIC, it will say that there are no files in it. But actually, you just hide your folder from peeky eyes or people who like to navigate in your personal device without your permission.
Though, I found out that it only applies only in the folder so basically, it doesn't really hides the files you want. But in the other side, only you can see what's inside your private folders. That's why it's called private. XD
Anyways, happy hiding. :D