So i dont know if this will work on PSP. Just discovered it while at work and cant wait to go home and see.
Still in beta but the above link is for Winamp Remote. Basically you download the software that acts as a server. You select what folders of music you want to share, wait for it to hash it and then stream it anywhere you go by going to the same WinAmp Remote website and inputing your username and password that the software had you create. Once you log in you are connected to your computer with access to all your music. Plus you can give your friends accounts too!
Will let you all know if this works on PSP unless someone else tries it before i get a chance. But the website says it will stream to cell phones so i hope it works on PSP