PSP Shakugan no Shana 

Sakai Yuuji, a high school student who expected his normal life to last forever, is dead. When he was on his way home he witnessed a shocking view as the world suddenly froze: people were engulfed by blue flames and a monster resembling a large doll swallowed them. Just as the monster prepared to consume Yuuji, a sword-wielding girl in black attire with flaming red eyes and hair that burns like embers saved him from the monster. The girl called herself a "Flame Haze" who hunts the "Guze no Tomogara", creatures from another world. As Yuuji noticed a blue flame in his chest, she called him a "Torch", a temporary replacement, saying that the "real" Yuuji's existence had already ended. Unfazed, Yuuji befriended the strange girl, named her "Shana", and joined her fight against Tomogara and other Flame Hazes.

 Shakugan no Shana Second Season

Episodes are in a rar file containing the episode and the PSP video thumbnail just extract and copy to the "Movie" folder on your PSP