Hmmm..Well I'm not to sure on how to stream videos from a pc to a PSP like that. Now you could put some cfw on your PSP and run PSP tube. It lets you watch videos from Youtube without downloading. You just pick the video and there you go. But in your case I don't know if the videos you have are on youtube. There is a program that basically allowes you to control your pc from your PSP. And that may be what you are looking for...
Heres a video I found of the program:
How To Control Your PC Using A PSP [HD] - YouTube
I have no idea if it lets you watch movies, but it may be worth the try. I'm pretty sure it doesn't take cfw, but I maybe wrong.