Defense Against the Dark Arts Book in Harry Potter OOTP PSP: Not a Collectible

Unfortunately, you cannot obtain a "book in Defence Against the Dark Arts" as an item in the Harry Potter and the Order of the Phoenix PSP game.

The game focuses on action-adventure gameplay: battling Death Eaters, exploring Hogwarts, learning/casting spells, and completing missions. It does not feature a book-collection mechanic for classes.

You might be thinking of the novel/film where Harry's class uses a textbook, or a different Harry Potter game with collectibles.