You use a USB cable and plug them into each other.
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No the PSP was designed to connect with the PS3
No the PSP was designed to connect with the PS3
of course you can! You can connect psp even with ps3
you use a USB 2.0 plug and plug in your psp to a ps3 and you can do remote play.
Your thinking about the PS3 not the PS2. The PS2 can not connect with the PSP as they don't work together