for this problem, you have to format your memory stick. when i
first got my memory stick, its totally empty when i put it in my
psp and use a usb cable to like it to the computer. you have to
reformat ur mem stick when its in your psp. then the psp will
ownself create the folders for you. by right, you should see the
followings:
1. ISO[for saving your pirated/downloaded games]
2. Photo[save photos of cos]
3. Video[this is the correct folder you
have to put videos in!]
there are much more other folders, but if you want to save videos,
it should only go to the videos folder. because all of the folders
are specially linked. if u put ur video in any other folders except
the Video folder, you wont be able to find your video.