Instructions
Power on the PlayStation 3. Press the "Right" directional arrow button until you highlight "Network." Scroll down to "PlayStation Store" and press "X" to access the online store.
Choose either "New Releases," "Classic" or you can search for the game by title.
Select the game once you have found it and choose "Purchase." Fill out the purchase information and submit the data. Click "Download." The new game will download to the hard drive. Exit the PlayStation store as the game downloads.
Select "OK" when a prompt appears on the screen, asking whether it is OK to install the video game. The downloaded PS2 or PS3 game will now install directly onto the system's hard drive.