Magic Memory Stick on a Mac OS X

[xcloudxstrifex]

Hey guys, I'm not sure if this is the right place for this topic, but I'm trying to make a magic memory stick on my mac. I've been searching around for a couple hours now and I cant find any clear directions on what to download or how to do it.
Most of what I find are bad quality videos with no detail.
What I'd like to know is,
I can use a 4gb memory stick pro duo. (yes/no)
What program do I need to dl for a mac.
What exactly custom firmware does.

Like i said, these questions have probably been answered many times, but I've been looking and I couldn't find much.

Thanks for any help in advance.

[Tri-edge]

do you already have a psp with custom firmware?