Unfortunately, PlayStation Portables do not have a setup button on it. However, pressing the select button on the main menu works as the setup button if your PSP is modified.
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what button on PSP skips the initial setup
it is the home button dude:)
No it sends you to the home screen
It is the button that changes the brightness of the screen. If you don't know where it is, then check your PSP manual.
The AOSS button is something on a wireless router, it's not on the PSP itself.