Things You'll Need
Instructions
Set up a PlayStation Nework account. Upon turning on your PSP or PSPgo for the first time, you will be asked to set up a PlayStation Network (PSN) account, which is free to do. It will walk you through the necessary steps. After you have done so, you will have access to online gaming and the marketplace, where you can purchase games, movies and music and download exclusive content like add-ons or demos.
Log on to the PlayStation Network store. Remain in the Wi-Fi hotspot. On your PSP's main menu, called the XrossMediaBar (XMB), you will find an icon for the PlayStation Store. Select this.
Purchase the game of your choosing. While still in the confines of your Wi-Fi hotspot, you will see a menu of options, including "Movies," "Add-Ons," "Demos" and "Games." Select the "Game" tab, which will bring up a list of available games. Select the game you want and go through the steps to purchase it.
Download the game. Once you have purchased the game, the last step will be to download the game. Click on "Download Game," which will start the process. Be sure that you stay within the hotspot until it has completed the download process.
Install the game. Exit the PlayStation Store and go to the XMB. Under the "Game" icon you will see another icon for the game you just downloaded. The icon represents content in a folder that still needs to be extracted before it can be played. Selecting this icon will install the game onto your hard drive, which will take a few minutes to complete.
Play the game. Once it is done installing, you will see another icon that has replaced the "Game Install" icon. Clicking on this icon will start the game.