Things You'll Need
Instructions
Properly insert the Memory Stick Duo into the PSP and launch the PlayStation Store by selecting "PlayStation Store" from the "PlayStation Network" menu. Use the directional pad to navigate the PSP&'s menus and press the "X" button to select.
Select the "Media" menu from the left side of the PlayStation Store, then select the "Music" category.
View the available music tracks and select one to download by pressing "X." Select the "Download" option, then the "Confirm" option. Tracks that are free will be designated as such under the "Price" category.
Press "X" one final time over "Memory Stick Duo" to set it as the save location. The selected track will begin downloading from the PlayStation Store directly to your Memory Stick Duo.