There might be situation what you wish to reset your PSP console and its memory stick, but you do not do it as you might lose the game data. Here is a step by step guide to backup PSP game data to computer.
Backup PSP Game Data To Computer
STEP 1: Once you have Sony Media Go installed on your PC, connect your PSP console to your computer, and once connected set the console to USB Mode. For that, navigate it to Settings > USB Connection and select the USB Mode option.
STEP 2: Now, launch the Sony Media Go and you will see that PSP Console is connected. The whole interface is very much similar to that of iTunes.
One the left panel, you will find the memory stick of your PSP. There, click on the option labeled as Saved Data.
STEP 3: Now select the games whose data you want to backup. If you want to select more than one game, use Ctrl key.
STEP 4: Now drag the selected items to the Saved Data section under the Library. If you have much of game data backing up, this step would take some time.
STEP 5: Now when you click on the Saved Data option under the Library section, you will find all the games that you have backed up. This ensures you that is was successful backup of PSP Game data.
In future, if your data on PSP Console gets corrupted, erased or lost in any means, all you need to do is connect your PSP Console to computer, launch Sony Media Go, Drag the contents from Saved Data under Library menu to the Saved Data of your PSP’s memory stick.
That is it! This is how you can backup PSP Game Data and restore it back.