Instructions
Select the "Playstation Store" option on the main menu of the PS3.
Select the "Browse Games" option on the Playstation Store menu. This will bring up a list of all the games and game demos available for download.
Browse the store for the game of your choice on the basis of title, genre, or other options. Select the game you would like to download to bring up the game download screen.
Select the "Confirm Download" option to begin the game download. If the game costs a certain number of points, and you do not have enough, you will be asked to add more points. Using your debit or credit card, follow the prompts to add more points to your Playstation Store account. The game download will continue after you complete the process.
Exit the Playstation Store once the download is complete, and begin playing the game by selecting it in the "Games" section of the PS3 main menu. If this is your first time playing the game, it should install automatically to your PS3.