Note: Your PSP must have photos on it. Plug your PSP into the USB ports on the bottom of the system. On the PSP, select the "USB Connection" option. On the Xbox 360, go to the "Media" slide and choose "Pictures". Then, select the "Portable" option. Go into the PSP file and the photos file. Any photos on your PSP should appear here. Once you find the picture you want to be your background, press X. If done correctly, the background on all slides should appear to have the picture on it.