Things You'll Need
Instructions
Slide down the power switch on the PSP to ensure that is it off, then place the Memory Stick Duo into the memory card holder and turn the PSP back on.
Push the PSP's analog stick to the right and hold it there until the the cursor lands on the "PlayStation Network" menu.
Push the analog stick down and hold it until the menu reads "PlayStation Store."
Press the "X" button to enter the PS store.
Push the analog stick down and press "X" over "Games."
Scroll through the available games and press the "X" button twice over the game that you want to download.
Move the cursor over "Download", press "X", then press "X" over "Confirm Purchase." Money for the game will be withdrawn directly from your PlayStation Network account.
Move the cursor over "Memory Stick Duo" and press "X" so that the game downloads to the memory card. The download will begin and the game will be saved onto your memory card. You can access the game by selecting the "Game" menu from the main screen of your PSP.