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Nothing. The memory stick is for you and the PSP to store data on. All the PSP's system files, the firmware, is coded into its internal memory. You will need your PSP to format the stick, and after that it will be able to save games, or you could load music onto it for the PSP to play, etc.

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Q: What should you do. Your psp memory stick didn't come with any files what files do you need?
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