You need a usb connection lead (standard with small plug on one end) and music must be placed in the 'music' folder of the psp.
Best to use windows explorer on your laptop to navigate to the correct folder. Once you have the location just use copy and paste and move between your laptop music folder and the psp music folder.
You can use the Sony media manager to transfer music from a computer to a laptop but you can just as easy to download the music to the memory card / use a cable to download the music to the psp