how do you listen to your custom music?
You call sony, tell them about this and they will transfer your call to Kazanuri (don't worry they will pay your call), and then he'll ask you some details about your PSN ID, and PSP details.
After that, he'll do some stuff in his computers so you can have your favorite music in the game.
It's that easy, next thing to do is just wait a few minutes until you receive an email with a code, that you should put in the store, and download a patch that will contain all the music you asked for. 👍
NAAH! I'm just kidding, please don't get upset
Now for real:
You complete A, B and C in the driving challenges.
Then, connect your PSP to your PC, and in the folder MUSIC, create a new one and name it GT PSP.
Put a few musics in this folder.
Go back to the game, in options, in the audio options tab, you can select the volume and etc...
Under the volume, you can select either 'Folder GT PSP' or the in-game music, just select to read the music from the folder.
Now go race and enjoy your tracks!
Funny thing is, if you just do the challenges, you'll get a message in the screen telling you about this, if you read the manual that's in the game (button right icon, nest to options) it will tell you everything you need to know about this. Just read it, it's not hard, and it's good for your brains fitness.