Things You'll Need
Instructions
Sign up for an account at PspBlender.com and download the games you want to upload onto the Sony PSP. A membership with PSP Blender cost $37 as of October 2009), and it gives you unlimited access to video, music and game downloads.
Attach the Sony PSP to the computer via a USB cable. Power on the device, and the computer will momentarily states it has detected new hardware.
Open "My Computer" ("Computer" in later versions of Windows, starting with Vista) and open the PSP folder. This displays all the contents stored on the PSP's memory card.
Click and drag the games you downloaded from PSP Blender into the "Game" folder of the PSP. Depending on the game size, this may take a few minutes.
Close the PSP folder once the game upload has completed. Disconnect the Sony PSP from the computer, and you are ready to play the games on your portable gaming device.