Things You'll Need
Instructions
Go to a PSP game website and save it onto your computer. Make certain that if it comes as a zip file to unpack the contents after completing the download.
Insert a large storage capacity memory stick into your PSP. This slot can be found on the back side of the PSP device. Most games for the PSP range from 100MB to 500MB, so ensure you have at least a 1GB storage capacity or more.
Attach the USB data cable between your PSP and the computer. The larger part of the cable goes into the computer, while the smaller end connects to the PSP device.
Switch your PSP into USB mode. From the PSP device, press the "Homepage" button, then scroll to "Settings." Access the menu item called "USB Connection" then press the x-button.
Go to your computer and access the external device identified as the PSP drive. Find this drive under the same directory as your main hard drive--most PC computers default this directory as the C: drive.
Drag-and-drop the downloaded game into the folder called "PSPGAME" within the PSP drive. Wait until the transfer has completed, then disconnect the PSP from the computer. From the PSP device, navigate through the top menu and access your memory stick. If you see the PSP game, then you have successfully moved a game to your memory stick.