1. Cos it does. Don't mean to be rude but thats why. When you open the pic, you load a new app. This closes the music player app.
2. Possible, if you have a very early model it will run at 333mhz all the time, which on a menu waste battery. The new firmware throttels it back to 222mhz for menus and lets the game rev it up if needed. Don't think you should be able to notice the difference though.
3. Yes and no. You can't do it on the PSP stick with folders, but if you get the Sound Stage app from sony, you can add albums which will have a main folder, then display the tracks. The main folder even has the album art if it's available. Download it and try it!
4. Yes if it's not encrypted. More likely to nick a neighbours connection than a fast food restaurant. They usually sell it so are well covered. Just scan for SSID's and try to connect. You may get lucky.
If you really want PSP internet, you can get a router if you have broadband. They are quite cheap these days.
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