PSP Media Manager 1.0
You should download (Bit Torrent) or purchase Sony's PSP MEDIA Manager software. It's the best way to go. If you've got the usb cable it's then just simple drag and drop, much like itunes or Sonic Stage (Sony's Mini Disc software)
Depending on the size of youe memory card you may want to get a program called X-ZOOM, I think. It's a compression software.