No, you have to do all the character creation (in this case porting the character from PC to PSP) first, THEN add it to the herostat. The problem is that XML2 PSP can only use XML2 PSP animations, so it really, really cuts down on custom animations for XML2 PSP. MUA PSP is the same way it seems. Only MUA PSP animations work. Basically that's why only Moon Knight and Colossus exist for the PSP, they were already done, just disabled.