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The Memory Stick Duo™ is the storage media used by the PSP® (PlayStation®Portable) system. Formatting a Memory Stick Duo™ creates folders on it that are necessary for storing and using all your PSP data, including game data and music, video and image files. You should format your Memory Stick Duo™ before using it for the first time. Also, if you are having trouble accessing saved files, you might try reformatting the Memory Stick Duo™ where the files are saved.
ALERT: All existing data on the Memory Stick Duo™ will be erased during the formatting process. Make sure that before you format, you have made a back-up of any files you want to keep. For more information, see Saving to a Memory Stick Duo™ Using a Computer.
Note: Do not format a Memory Stick Duo™ or Memory Stick PRO Duo™ on a computer. The PSP® might not recognize a Memory Stick Duo™ or Memory Stick PRO Duo™ that has been formatted on a computer.