Well, since you bought the program, you should look for a way to contact the company that made it and they should be able to offer you support.
As far as just dragging and dropping files, it's really simple. After you plug your PSP into your PC and enter USB mode on the PSP, it will show up on your computer as an external drive. To find it just go into the Start menu > My Computer > PSP (it should be either D:, E:, or F: drive).
Open it up and you should see all the folders on your memory stick. Then all you have to do is open the folder with the media you want to put on your PSP and right click the file you want to copy and select copy. Go back to the PSP Window, find the folder that corresponds to your file (MUSIC for music etc.) and right click in the Window again and select paste. After you eject your PSP your files should be on your PSP.
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