the easiest most inexpensive way to do this is to use a transmitter. you can buy them at wal mart at the car section. all it does is transmits the aux device throw the air, into your antenna, to your radio, out of a dead radio station. you have to make sure you have the right audio jack though. most transmitter use a 1/8" jack, if your psp does not have this outout, find out what it have and convert to that transmitter jack. other ways will be very costly and simply not worth it unless you change the radio ( which in newer cars is not wise since they encompass complicated electronics and look nice anyway)