Pretty much all you need is the PSPSDK from ps2dev.org.
Grab it from their SVN and install it on Linux or a cygwin environment on Windows.
There's also a lot of pre-compiled packages floating around the net you can use.
Once you got it installed you have all the tools you need and some samples that should get you started.
Of course you already need some C/C++ experience on the PC or similar.
Uhm.... come again?
Sorry, I really tried, but I failed to make out what you're trying to tell me....
ok, for beginning, is easy to use this
MinPSPW Project
The only disadvantage you have is using Windows