To connect your PSP to an audio device, such as a stereo, all you require is a “headphone to phono” cable. Simply connect the headphone socket to your PSP and connect the phono end to your stereo, in the audio in port. To use this cablem your stereo must have a “audio in” port. Alternatively, you can connect it to an amplifier or speaker.
How do I connect my PSP to my stereo?