Although the US version didn't include it, http://www3.gamenews.com.hk reports the PSP official launch in South Korea on May 2, 2005 will include a Web browser UMD utility disc! To quote:
A news source reported that the PSP would officially launch to South Korea on 2nd, May. Moreover, it will come with an extra UMD utility disc. It will contain a Web browser program and utilities for connecting to the Internet. Moreover, PSP will also launch to Hong Kong, Taiwan, and Singapore on 12th, May. However, there will not be any extra utility UMD disc for them.