Sony has released a special Halloween LocoRoco demo along with a new firmware update for PSP, the latter of which brings the system up to version 2.82.
So what does 2.82 do? And do you need it? Well, according to the release notes, it adds all sorts of extras, but actually those are just the bits that changed in 2.80 and 2.81 - all it really does is install some new security measures.
What's more, you don't actually need it to play the LocoRoco demo, despite the proximity of the two releases. Providing your PSP has version 2.71 firmware or later, the demo should work. Hurrah!