If it was supposed to be an image you can open it by following these instructions:
You can convert a PMP file to JPEG format with no loss of quality by simply removing the first 124 bytes of the file and changing the extension to JPG. (
http://www.klingebiel.com/tempest/hd/pmp.html)
If it was a movie... maybe try this?
http://www.pspcrazy.com/index.php?page=Story&id=281