is it possible to FTP to my PSP or somthing?
Yeah, google psp ftp, there are several programs that can do that, requires a modded psp though.
I have no USB or memory stick pro duo drive on my PC. am i f*'d?
If you have no USB drives on the pc, then you definitely need a new computer with usb slots in it. Seriously.
A memory stick pro duo to usb adapter are cheap now and days. Just invest in one for your psp.