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Step 1
First your going to need to have a psp demo saved onto your computer, if you don't already have a psp demo yet then i have added a psp demo site in the resource section of this guide, because they have got loads of psp demos there!
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Step 2
Next plug your usb cable into your psp and set your psp to usb mode, Now on your computer click start -> my computer you should see a device called psp there. Open up the psp device
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Step 3
Now your inside your psp files, you should see a folder called 'GAME' if you don't click file -> new -> folder then rename if 'GAME' in capitals. Open up the GAME folder
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Step 4
Now re-locate your psp demo that you downloaded and extract it, once its extracted copy paste the psp demo folder into the GAME folder on your psp. Wait for it to copy over then safely disconnect your psp from your computer
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Step 5
Final Step! Unplug the USB cable from your psp and on your psp navigate to games, at the bottom you should see a memory card click on it and your psp demos will be there! Well done.
