If your LCD screen has a stuck pixel, it's usually stuck because the liquid in the liquid crystal display (TFT LCD) has not covered the whole screen. This can be easily fixed.
Steps
1. Turn off your PSP or Computer.
2. Get yourself a damp cloth, so that you don't scratch your screen.
3. Apply pressure to the area where the stuck pixel is. Do not put pressure anywhere else, as this may make more stuck pixels.
4. While applying pressure, turn on your PSP or Computer and screen.
5. Remove pressure and the dead pixel should be gone. This works as the liquid in the liquid crystal has not spread into each little pixel. This liquid is used with the backlight on your monitor, allowing different amounts of light through which give off different colours.
Tips
Many people report success with this technique but these instructions won't work in every case.
These instructions will fix "stuck" pixels, not "dead" ones. Dead pixels appear black while stuck pixels can be one constant color like red, green or blue.
An alternative, but similar technique involves gently massaging the stuck pixel on your screen.
Do not attempt to open the monitor as it might void the warranty and the manufacturer will not replace it.