The PSP has a universal AC adapter that takes from 100-230V. You will only need a prong converter if you live in Europe. And these are available everywhere and cost a couple bucks.
It appears Sony is taking the portability aspect of PSP very seriously. The AC adaptor is rated at 100-240V; no region-lock for games; and for those of us who live in Europe, we share Region 2 with Japan so there will be no incompatabilities between Europe and Japan for movies. For all intents and purposes, the Japanese model is the European model.