Things You'll Need
Instructions
Insert a Memory Stick Pro Duo into a powered off PSP. The stick should have at least 1GB of free space.
Power on your PSP and upgrade your firmware to at least version 2.7 by selecting "Upgrade Firmware" from the cross-media bar.
Use the PSP's browser to visit a free gaming website such as PSPFlashGaming.com or the Playstation Network Store. These websites feature free games and demos for your console.
Select the content you wish to transfer to your PSP by selecting the "Download" option from the website.
Confirm that it is O.K. to download the content by pressing "X" when the PSP prompts you to save the game onto your memory stick.
Exit the website after the content has downloaded and access the "Game" section of the cross-media bar.
Choose your downloaded game under the "Memory Stick" sub-menu to begin playing.