do you have the psp to pc lead? it's only a tenner from currys prob cheaper on ebay but you can walk in currys tomorrow and pick it up lol
when you connect it to the pc you just drag and drop as your pc will think it's just another hard drive or use a memory card reader like you said.
make sure you try Lumines on it as it is the most addictive fucking game i ever played on it

and the soundtrack on the game is fantastic through a decent set of headphones proper old house sounding