If your DVD has CSS protection or has no any protection, you can convert your DVD to Sony PSP with freeware freeware Handbrake (Windows, Mac, Linux).

If your DVD has a stronger protection, you can try freeware DVD Decrypter or commercial AnyDVD . AnyDVD allows you to unprotect your DVDs on the fly. It can also copy protected DVD to your hard disk as unprotected DVD files.