Those kind of mods are actually alot simpler than they look.
All your doing is plumbing the wires into a connector that you can easily connect and disconnect.
Thinking along the lines of the D-Pad thats shown in the above link, if you were to use a mini usb connector (which are really sturdy) you just have to wire everything to the joystick for the male side, and then wire the adjacent wires ( the ones inside the PSP) to the female side
_____ ___________
up 1------O| connector connector |------up
left 2------O| male female |------left
right 3------O| to the PS2 to the PSP |------right
down 4------O| Joystick D-Pad |------down
ground 5 -------|_____ __________|------Ground
Pretty much any connector as long as its got 4 or more pins and a ground connection between the two it will work. Like I said most people use mini usb connectors cause of the space they take up is minimal and they are sturdy, but stuff like S-Video connectors Large USB ports, hell even Ipod connections would work as long as your willing to attach all the wires and stuff.
