Always exit to the main menu before turning off your PSP to ensure the world data writes correctly to the Memory Stick.
If you own an original , you are likely aware that it only has 32MB of RAM . Later models (2000, 3000, and Go) doubled that to 64MB. The Fat.zip version is specifically compiled to: minecraft psp 3.2.1 fat.zip
Unpack the minecraft_psp_3.2.1_fat.zip on your PC. Always exit to the main menu before turning