No do it exactly like this:
X/PSP/Music/songname.mp3 or .mp4 or .wma. X is the drive where you have the PSP, PSP is the first folder, Music is the second folder and if you want you can have other folders within the music one but not more folders within the other folders. Just make sure it ends with the song and the three extensions I posted there.
BTW, try searching next time. You'll probably get the information much quicker and easier. Plus it makes admins happier.
