Getting music to PSP without downloading sketchy song files

Hey,

I do not know if this is a completely dumb ahh idea or not, but I do not want to risk getting some bs malware or other stuff if I download music for "free" to listen on my PSP, so I came with this plan.

Can I for example record a video with OBS on my PC and play music from like Spotify (Lossless Audio), render the video into a MP3 or a WAV format in Sony Vegas Pro 17 and then put that file containing some song to the PSP and listen to the song on my PSP?