Instructions
Log in to your PlayStation Network account. Navigate to the "PlayStation Network" submenu, then select the "Sign In" button.
Scroll down to the "PlayStation Store" option and press "X" to enter the store. Browse through the store to find the game you want to download and install to your PS3's hard drive.
Select the "Add to Cart" option, then click the "Checkout" option. Click the "Purchase" button near the bottom of the page. If you have your account set up to automatically withdraw funds from your credit card or you already have funds stored in your PSN account, you will be taken to the "Download" page. Otherwise, follow the onscreen prompts to enter your credit-card information.
Select the "Download" option. This will bring you to the download screen, which shows the progress of your download. If you prefer to do other things while the game is downloading, select the "Download in Background" option on this page.
Allow the download to finish. When it is done, you will see a "Download Complete" message appear on your screen. Go to the "Game" submenu on the PS3 main menu. Scroll down to the game you just downloaded, then press "X" to install it to your hard drive.