Conversion problem...  

This is an astonishingly common question for Sony PSP owners, a question sufficiently common that even Sony's heard your complaints: the latest version of the PSP firmware (version 2.6) includes the ability to play WMA (Windows Media, Audio) files directly on the PSP. I haven't tried it, and I have heard that some people are anxious that you have to be online when you accept the terms of the player upgrade, so your preference can be registered with The Man, but that's certainly one solution.

But there's another way to fix your audio files, a solution that works with all MP3-compatible players and will even let you then import your previously ripped CDs into Apple's iTunes. That's to use an audio conversion program, and whether you're a Mac or Windows person, there are oodles of 'em available.