PSP Ware is a software tool that lets you easily sync items on your computer to your memory stick in your PSP. It actually syncs, rather than mounting the memory stick as an external drive. I use it on my Mac and it's quite handy, if i must say.
you can get a program called pspware which will convert videos so they can be viewed on the psp but you would also have to download the fight as well for the files to be converted