Using a spudger or fingernail (spudger set available at iFixit) http://www.ifixit.com/Tools/Metal-Spudge... peel back the warranty sticker that was behind the battery.

Using a Phillips #0 screwdriver (screwdriver available at iFixit Tools), Unscrew all four screws from the back of the PSP.

Two from behind the battery.

And two on the right side of the PSP.