They can be hacked easily by software. You just need an 8 gig memory card to make it worthwhile and you're set.

Yeah, I was looking into it Sunday night and I really have no idea how to go about doing ANY of that.

Interesting, but....

1. Check and triple check you have a hackable PSP that will accept
custom firmware flashing without resulting in a BRICKED PSP. Make sure you have a PSP with a TA88v2 or below only + or TAv90v1. If your PSP has a TA88v3 or above or is a PSP-3000 DO NOT proceed!!! You will brick your PSP.

How do  figure this out without owning the original box?

EDIT: Okay, so I tried all that and when I select the ChickHEN picture, absolutely nothing at all happens.

it just requires a lot of trial and error really, there's a thread on that site with pics that work better with different models of PSP. If you can't make sure your PSP is not a dodgy unhackable mobo then don't bother. There are threads there with the serial number ranges and the mobos listed, you just got to do your research. Took me a night of fannying around finding the right pic to hack it etc but it was worth it.