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It's separate. Holding the PSP does annoy me a bit but early adopter that I am I only have an old style PSP and only the Slim can use the holder. I guess I'd like to hold and try it out first, too. So anyway... no.
I hate sigs. I hate witty sigs, funny sigs, stupid sigs, quote sigs, sigs in Japanese. I hate your sig. And I hate mine.