Things You'll Need
Instructions
Insert your PSP memory card into your PSP memory card compartment.
Move the PSP cursor to the right from the main menu and press "X" over "PlayStation Store."
Move the cursor to the "Video" category on the top left side of the PlayStation store and press "X."
Select a video category from the left side menu by pressing the "X" button a single time.
Press "X" over a movie you would like to download to your PSP and then select "Purchase Now."
Press "X" over "Confirm Purchase;" then choose "Memory Stick Duo." The funds for your video file will be withdrawn from your PlayStation Network account, and the file will begin to download to the PSP's memory card.