This is a really stupid thing to do but it it happens by accident, your PSP will most likely be useless. Since the update is flashing files to your PSP, any interruption will halt this process and mean that all the files could not be copied. If crucial files were not copied, then the PSP will no longer function unless you can flash the PSP using a modchip.
Bricking occurs when some code is executed on the PSP that alters the Firmware to an unusable state (i.e. it formats the flash on the PSP). This means that the PSP will not function properly and therefore make the device unusable.
Bricking in the PSP may occur when using homebrew that alters the flash, such as using downgraders, custom firmware and other flash altering programs. Current downgrader/daters are 2.0 to 1.5, 1.5 to 1.0, 2.5 and 2.6 to 1.5, 2.71 to 1.5, 2.80 to 1.5, 3.03 to 1.5. It is wise that if one comes across one of these so called downgraders to look for some form of proof.
