- 1). Turn on your Sony PSP. Insert your UMD video disc into the UMD disc tray on your Sony PSP, if applicable.
- 2). Select "Video" from the PSP menu.
- 3). Select the icon for your UMD PSP video disc, if applicable. The disc will automatically begin to play and the menu will load.
- 4). Select "All Videos" from the "Video" menu on your PSP, if the video you're trying to play is contained on your PSP's Memory Stick. Once this menu loads, highlight the name of the video and press "X" to play the video on your PSP.
Source...