to be more specific, i think its FAT32 format.
just stick the memstick into the psp and use xmb options to reformat the memstick.
what's the folder/file structure of that memstick with music? remember you got to have the files in certain locations (i.e. root of memstick, or in individual folders i.e. ms0:/ISO etc.)?
No saves?
Anyway, sounds like the memstick isn't properly formatted.
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