OK now I see! you want to add arcade controller to the PSP, and make it so buttons light up on psp when controller buttons are pressed to replace the physical feedback with visual.
Gotcha, ok so since I have no experience with psp this will have to be a learning experience for both of us. Hopefully someone like Blizzard or Kicks or someone will be able to jump in with some electrical advice, but I know the info is all here just need to find it.
First you need the supplies, the PS2 arcade controller, the PSP, the 25pin connector, and a breadboard with some wire. You know how to solder I am assuming.
I will locate a suitable connector and post the part#, and start looking at the electrical connections, you need to get everything gathered up and we will go from there.
What model PSP will you be using?
PS, I will also change post title later today so more people will see the project and get the experienced members to chyme in. It will be something like "Arcade controller on PSP".