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I bought an xbox for my father and turned it in to a media center and it does that every time the power plug is plugged in to it. And nothing happens it should be fine i don't think it will harm your psp try plugging it in faster and straight as possible. Or unplug the cord from the wall then plug it in to the xbox then in to the wall if it pops then, there is a more serious prob.
i seriously hope that the power point/switch is turned off first before plugging it in then turn it on
No Freek. I like u.