PSP Wallpaper

I have a question about my PSP. I can access the internet at home with it but I cant figure out how to download any wallpaper. Do i have to buy a USB cord to physically transfer the wallpaper or is there a way to download it wireless from the internet itself? I have gig memory card so I have plenty of room. Also, if anyone could tell me some "does and don'ts" with a psp I would appreciate it :)

Ok, any pictures on the Mem stick duo can be set to wallpaper.

Yes, you need a cord, to switch to USB mode so you can make a folder called photos and place the desired picture in the said folder.

gotchya, thanks for the help!