Things You'll Need
Instructions
Power on your computer.
Download Sony's MediaGo program (click on the link in the Resource section), and install it on your computer. If you already have MediaGo, skip to Step 3.
Open MediaGo, either through your "Start" menu or by double-clicking on the desktop icon.
Click on "PlayStation Store" in the left-hand sidebar. This opens the full PlayStation Store inside the large window on the right half of the MediaGo window.
Select "Game" from the top bar in the PlayStation Store window. This opens the games store for both PS3 and PlayStation Portable (PSP).
Browse through the library of games until you find the one you want. Once you find it, click on it to go to the game-specific screen.
Click on "Buy Now," the yellow button next to the price of the game. This locks the game to your account. Once you log in to your PS3, the download begins automatically.