Things You'll Need
Instructions
Once you've downloaded a PSP game using your personal computer and a program such as Sony Creative Software's Media Go (linked in the Resource Section below), open the directory in which the game has been saved. Keep the file location handy as you prepare to copy your game to the PSP.
Connect your PSP and PC using your USB cable. On the far left of the PSP screen, select "USB Mode" to place the PSP into communication with your home computer. A confirmation screen will alert you that this mode has been enabled, and will display your PSP to PC communication status throughout the remainder of the copying process.
Go to "My Computer" and open the Memory Stick on your PSP. Open the folder named "GAME." On your PC, locate the game file you wish to transfer to your PSP and copy the file into your PSP's "GAME" directory. Depending on the size of the file, the transfer process may take a few minutes.
Once your downloaded game is copied to the Memory Stick's "GAME" folder, disable "USB Mode" on your PSP and disconnect the USB cable from both your PC and game console. Under your PSP's main menu, select the "Games" option and then "Memory Stick." You will see the successfully copied game title along with a graphical icon under this directory.
Select the game you've copied using the directional buttons to navigate between titles until you locate the transferred game. Press the "X" button on your PSP, and the downloaded game or game demo will start.