Things You'll Need
Instructions
Insert the PSP's Memory Stick Duo into the memory slot while it is powered off.
Turn on the PSP by sliding the power switch on the right side of the device.
Use the analog stick to scroll to the right on the main menu and stop on top of the "PlayStation Network" menu.
Scroll down and press "X" on top of the "PlayStation Store."
Scroll down to the "Games" option and press "X."
View the games and select a game for download by pressing "X" twice over it.
Press "X" over the "Download" option, then once again over "Confirm Purchase."
Select "Memory Stick Duo" as the save location. The download will begin shortly and the game will be saved onto the memory card.