Things You'll Need
Instructions
Using Media Go
Download and install Media Go on your computer (download link in Resources). Media Go is free software provided by Sony that allows you to purchase content from the PlayStation Store and download it directly to your computer or PSP. Media Go is only available for Windows XP, Vista or Windows 7.
Open Media Go and click the PlayStation Store icon.
Browse the PlayStation Store for any games you would like to purchase and download. Click "Download" to download the content. If you're not logged into your PSN account yet, any selections you make will prompt you to do so. If you don't have a PSN account, set one up by clicking the link below (see Resources).
Click "Downloads" on the left column in Media Go to check the progress of any current downloads.
Make sure your Memory Stick is in your PSP and connect the console to your computer using the PSP's included USB cable. Set your PSP to USB mode (select the USB Connection icon under the Settings option on the PSP's home menu).
Select the game you want to send to your PSP from the Download menu on Media Go. Then click the "Go" button next to your PSP's name at the bottom of the window to transfer it to your console's Memory Stick. Media Go will notify you when the transfer completes.
Exit USB mode on your PSP, disconnect the console from your computer and scroll to Games on the PSP home menu. Select the Memory Stick icon to view and play any games stored on the Memory Stick.
Direct to PSP
Insert your Memory Stick to your PSP.
Connect your PSP to any wireless access point. Make sure the WLAN switch on the console is on. Then power on your console, go to Settings on the home menu and scroll down to Network Settings. Follow the instructions to connect to your wireless network.
Go to the PlayStation Store icon on the PSP home menu and sign into your PSN account. If you don't have one, sign up for one by clicking the link below (you can also do this directly through your PSP).
Browse the PlayStation Store for any games you want to download. Click the "Download" icon to download the game (your PSP walks you through the process).
Wait for the game to finish downloading. When it finally finishes, the game will install.
Scroll to Games on the PSP home menu. Select the Memory Stick icon to view and play any games stored on the Memory Stick.