Psp connection help!

Ok I just got a psp not that long ago and just now have tried to put a theme onto it...

The usb connection thing popped up and the disk thing popped up on my computer, but when I clicked it there were only folders.

ok this is what the folders where.

Mp_root
-----------
-100MNV01
-101ANV01

PSP
------
-common
-game
-music
-photo
-savedata
-system

Ok I thought before I clicked onto my savedata to delete a game or two and noticed the folder was empty, I looked and noticed all the folders are empty, can anyone help me out here?

Ok, look, they are all empty at the start. BTW, if you want to add a theme, add a THEME folder to the PSP folder and add it there.