another PSP question (On MS)

When it comes to the save game icons and images... Well, there's a reason for them showing up. If you ever load up your MS on your computer, you'll see that the icon and background images for each save are saved/loaded in separate files from the actual save data--so your save file could be corrupted for whatever reason, but the images could be fine.

As for formatting, you could do it with the PSP, or by using a card reader or something through your PC. [The other option is to put the MS in the PSP, and connect to your PC with USB so it shows up in 'My Computer'] and then using the Windows formatting tool of your choice to format the PSP drive. [Which is the memory stick, in this case.]

Jam it back in, in the dark.