Common issues with PES 2011 PSP save data include:

(e.g., from PES forums):

Transfers updated to reflect specific seasons (either the classic 2010/11 season or modern "2024/25" conversion patches).

your PSP to your PC via USB or insert your Memory Stick into a card reader. Navigate to the PSP/SAVEDATA folder on your memory stick.

Import custom-designed jerseys for national and club teams.