If you don't have a USB Data transfer cable - you're missing out on a LARGE part of what the PSP can do. I now carry the USB 2.0 data transfer cable, and for the same price, a tarnsfer cable/battery charger 2 in 1 cable that charges the battery off the USB port while you hook it up to your PC. The charger can also be used on any USB device to charge the battery without any software needed.
http://www.ElectricQuarter.com/psp2in1.htm
Buy em up, they're going quick with the recent launch! (Prioce listed includes shipping inside the U.S. like all items on my site)