I dont generally play while walking
Im more sittin down person
But i definatly wouldnt play my PSP in a mall.
I mean I duno bout America but in UK, carrying hundreds of pounds of equipment just generally in a place or bus or street, its most likely a greedy person may want his hands on it and most probably steal it off you. I play my PSP in long car journeys mostly. I just want to know my PSP is secure and hidden from thieves