Make sure you have a USB cable to plug the PSP into a computer. My answer assumes you have one. If you don't have one, you will need to buy one.
1) Insert the ProDuo card into the card slot on the PSP
2) Turn the PSP on.
3) Plug the USB cable between the PC and the PSP
4) On the PSP, go to 'Settings' and choose 'USB Connection'. The PC should now find the PSP and assign it a drive letter. It will look like 'Removable Drive (S:)' or whatever letter it was assigned. Mine happens to be S.
5) Double click on the 'Removable Drive' to open the PSP's memory card.
6) If there is no PSP folder, then create a new folder (On the top menu of the window, File->New->Folder) and name it PSP. Double click to open the PSP folder.
7) If there is no folder named MUSIC inside the PSP folder, then create a new folder and name it MUSIC. Double click to open the MUSIC folder.
8) Open a window containing your MP3 files.
9) Click, hold and drag one of your MP3 files and drop it onto the MUSIC folder. It will copy this file there. You can continue to do this to get more files over there. If you know how to select more than one file at a time, you can copy them that way.
10) Once done copying, press the O (back) key on the PSP to stop the USB connection. Then go to the Music icon and all your music will be there.
Good luck.