This guide is the ultimate good.
http://www.smashboards.com/showthread.php?t=232455It works for music, stages, and any character hack. You want to have the File Patch Code loaded through gecko and your textures/PSAs/Music on the SD card because that is where they will be loading from. Once you read over that guide and can start/finish a match or two with gecko loaded, you will be ready for PSAs, which work almost exactly like textures, just with motionpacs.