- Plug your PSP into your PC with a USB cable.
- On the memory stick (you should see MUSIC, PSP, VIDEO, etc. folders at the root), go into the MUSIC folder (make one if there isn't one already).
- In the MUSIC folder, make a folder called "WIPEOUT" (upper case).
- Put up to 30 mp3 files (other formats don't work in Pulse, so don't try FLAC, wma, etc.) in the WIPEOUT folder.
- Load up Pulse. In the main menu, go to Options, then Music Playlist. Find your tracks on the list, and press right on the dpad to check the box next to them.

They should work like the tracks included in the game now.