Things You'll Need
Instructions
Connect your console to the Internet. This can be done wirelessly on both the PSP and PlayStation 3, but you can also connect to the Internet directly using an Ethernet cable with your PS3.
Set up a PlayStation Network account if you haven't already. It doesn't cost any money, and will only take you a few minutes. When you set up the account, you will need to register a credit card so you can purchase games.
Go to the PlayStation Store icon on the cross media bar (XMB) located on the "Home" menu of both the PSP and PS3 and press the "X" button.
Browse through the store and choose the games you wish to download, selecting them with the "X" button. If you wish to download multiple games, you can add them to your cart and buy them all at once upon checkout.
Complete the checkout process by adding funds to your account and choosing to purchase the game. You can also add extra funds to your account in advance or pay using a PlayStation Network card. After you purchase the game, you can download it straight to your console's hard drive or memory stick.