When I plug my psp into my computer, no video file shows up any ideas?

why would a video file show up

lol try formating your mem stick go to settings---->format memory stick(on the psp)

are you talking about a video file or video folder? what exactly is the problem. can you not connect at all? what are you seeing and what are you expecting to see.

Try formatting in like ash said we need more detail...

You have to go to setting and press the "USB Connection" in order to have the Memory Drive showing up in your PC.