i'd keep the PSP. you won't get a lot of money by selling off the psp, and buying a good keyboard will at least need around rm1000+.
if i'm you, i'd download some midi files, convert them into mp3, save them into the mp3 player. then get a set of speakers that's capable to playback music loudly to accompany your drum playing, or simply playback using headphones and jam along - that way you can protect your ears from loud drum sounds and can hear the music loud and clear (but remember don't play the music too loud!). since you have mp3 player and laptop, you can use either one.
the only problem is the sound of the midi will be very "fake", because the microsoft intergrated midi sound library is pretty low quality. however, spending below RM1000 for a keyboard will not bring you further either.
fortunately, some softwares are able to playback the midi file with much better quality sound. consider this one:
http://www.native-instruments.com/index.php?id=bandstand_usshould be going for around USD$100 anywhere but dunno in malaysia got or not. it's a software that's why you can save a lot. much better than spending on the keyboard for inferior sound.
pm me if you need a little more help.