Sony released a new firmware for the Sony PSP today. We are now at firmware version 3.70.

The Sony PSP Firmware 3.70 includes a new custom theme setting where you can also change the look of the XMB bar.
When playing back video from the memory stick the new 3.70 firmware gives you scene search. There is also now a feature to play music during a photo slideshow.
There are also two minor things the firmware adds for the new PSP-2000 units. One has to do with the DMB TV receiver and the other with the TV-Out function.
Via Sony Playstation site (Japanese).