Instructions
Turn on your PS3. Select the "PlayStation Store" option in the PS3 main menu.
Select the "Games" option in the PlayStation Store main menu, then select the "PS3 Games" option in the next menu. This will bring up a list of games available for downloading.
Select the PS3 game you would like to download, then select the "Download" option to begin. If you do not have enough funds in your PlayStation Store account, you will be asked to add more. Add funds to your account using your debit or credit card, after which the download will continue.
Exit the PlayStation Store after the download has completed. Select the game you just downloaded in the "Games" section of your PS3 main menu. Selecting the game for the first time will instantly launch the game's installation program. After the program has finished, you can play the game on your console.