i have couple of movies on my PSP and everytime i watch and then pause
i just put it on sleep by tapping the power button for a split seconds
then i turn it back on later and then click on the same movie and it starts from the beginning

one time it actually played from where i stopped but it seems that i can't do it anymore
does anyone know how to do this??

trie to re-format your memory stick .... it might help

i think it depends on how you exit it... try pressing X button before turn it off for sleep mode...