Your psp has a physical switch that enables the wireless adapter. Check that the wlan switch is on.
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Psp not connecting to pc. Remove the memory stick from the slot. Move the switch up to enable the wireless adapter. How to get your psp to connect to your home wifi if it says no supported in the settings. Then select system settings then scroll to format memory stick and press x. If the switch is turned off you wont be able to connect to a wireless network. Plugged it in went to usb connection all the way on the left as i normally would on my regular psp annnnnd nothing.
Also make sure the memory stick pro duo has been formatted for psp. I had the same problem before charging but not connecting to pc through usb. It just says connect this system to a pc or a ps3 system using a usb cable. If its not this is how you do it. Im assuming it plugs into the computer using the same usb pluggy inny thing that is used to connect to the power box. Make sure the psp is in usb connect mode.
The psp should show up. My psp is not showing as any kind of devices and psp keeps saying please wait which means its not fully connected i dont know if the problem is on my pcpsp or usb cable. I spent the extra bucks for an official charger cable. You can also buy the psp go cradle and use a normal psp charger. On the psp 1000 and pspgo the switch is along the left side of the handheld next to the analog nub. Problem is probably the 3rd party chargingusb cable.
I got it used from gamestop. On the main menu scroll all the way left to the settings menu. Open the slot using your fingernail or a flat object like a coin to catch the notch in the slot cover and pull it out.