Sure, you could just manually copy the images from your favorite web comics to the PSP, but 8 Bit Joystick has some tips to automate the process. Slurp down a whole web comic archive, do some basic ...
I'd use something like DVD Shrink to identify the actual film itself from all the files, the use something like Handbrake to create an Xvid of the film. Then, run the XVid through PSPVideo9.