You can download the Arctic Monkeys at Jools Holland by clicking the following link;
http://www.arctic-monkeys.com/video/Arc ... olland.rar
Copy BOTH files into your video directory, the .THM file is the thumbnail for the PSP and the .MP4 is the actual video.
For instructions on how to get video onto your psp read the follwoing instructions;
You'll need to connect your PSP to the PC via USB and open up the memory stick file directory. Your PC will treat the memory stick like any other removable storage device, so just double click on the icon to open up the memory stick. You'll see a directory labeled "PSP." That's where all your saved games, music, and photos live. But for some reason, the video doesn't go there.
"First, you'll need to create a new directory in the root folder of your memory stick called "MP_ROOT." You'll then need to create a "100MNV01" directory inside the MP_ROOT directory. You'll put your video files in this 100MNV01 directory. "