You can back up your PSP save data to a PC by copying the SAVEDATA folder found under the PSP directory on your Memory Stick.
Some popular save data editors for PES 2011 on PSP include: Pes 2011 Psp Save Data
PES 2011 (Pro Evolution Soccer 2011) for PSP stores player progress, squads, settings, and unlocked content in a save-data file specific to the PSP memory stick format. This write-up covers where save data is stored, file structure and naming, common uses, backup and transfer tips, and troubleshooting. You can back up your PSP save data