What didn't work? How didn't it work? What was the error message? When you double click on the start.bat file, are you typing make in there or opening up another Window?
If you literally follow this tutorial to the letter, you shouldn't have any problems:
http://forums.evilmana.com/index.php?topic=6.0
I don't use pspdev myself. I use DevkitPSP with the Code::Blocks IDE and pre compiled libraries.
http://www.psp-programming.com/forum...p?topic=1363.0