Instructions
Turn on the PSP Slim by sliding the power switch to the "On" position on the the right side of the unit.
Push the analog stick to the right and stop on the "PlayStation Network" menu title. Push the analog stick down and stop on the "PlayStation Store" menu. Press "X" to access the online store.
Push the analog stick down and stop on the "Games" menu. Press"X" to access it.
Browse the game titles and select one that is free for download. Games that are free will say "FREE" in the "Price" category.
Press "X" over the free game twice. Press "X" over "Download," then once again over "Confirm Download." The game will download directly to your PSP's memory and will become available to play under the "Game" menu from the main screen of the PSP.