I have a PS2 SDK 3.0. Inside is a Codewarriors SDK. I've heard small about PSP development, & will that Codewarriors SDK 3.4 help in any way, or is it just specifically for the PS2 dev?
Sadly not, either ‘acquire’ the PSP libs – which will strap onto Code warrior, or head over to PS2DEV and grab the unofficial PSPSDK 1.0 which will let you do pretty much everything you want to. PSPSDK Support Forum here