The first virus discovered by Symantec Security Responce for Sony's PSP. Trojan-PSPBrick is at a Category 1 threat stage with Category 5 being the worst.

The virus is designed to look like a downloadable hack that lets users run their own games on the PSP. Naturally, PSPBrick apparently presents itself as a PSP-hacking tool that will let users/victims play other games.
Once installed, it deletes system files, renders the machine inoperable and breaks the PSP. And that leaves me with a friendly advice for you- Don't go around taking files from strangers.
We'll be keeping you updated as Symantec progresses its work to come at terms with this new attack.