XMB stands for Cross Media Bar, and is a graphical interface that’s shaped like a cross. Users of the interface move left and right to select between main category entries, then move up and down to select between sub categories.
On the PSP, the main categories include “Settings”, “Photos”, “Music”, “Videos”, “Games” and “WWW”. Subcategories for “Games” include the Game Sharing Feature, UMD, Memory Stick Contents and Games on the Memory Stick.