This homebrew enables you to protect your PSP with a password.

Changes:

-PSP SLIM and lite now supported (and so is the HX firmware)
-Added a new function: a historic: it registers in PSP/SYSTEM/hist.txt the day and hour when you logged in and if the password was accepted or not (and if it wasn’t accepted, it tells you what the “thief” typed as a password.
-Now, even if there is no password set, the prx works and writes the connection times in the hist.txt file
-You can now go from “a” to “z” directly.
-In the XMB, press square to accept (to avoid launching the umd by pressing cross…)

http://forums.qj.net/f-psp-development-forum-11/t-release-protect-me-v30-130035.html