Three easy steps to reading IGN strategy guides on your PSP:
NOTE: Your PSP must be updated to version 2.0 or later.

• Connect your PSP to your computer using a USB cable. Turn on the PSP and select "USB Connection" from the main menu. On your computer, open My Computer and move through the folders in this order: Removable Disk > PSP > COMMON — drag and drop the "gta4" file into the COMMON folder, then disconnect your PSP from the computer.
  
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• Connect your Memory Stick PRO to your computer and open My Computer. Move through the Memory Stick PRO folders in this order: PSP > COMMON — drag and drop the "gta4" file into the COMMON folder. Eject the Memory Stick PRO from your computer and re-insert it into your PSP.