Things You'll Need
Instructions
Direct Download
Select "PlayStation Store" under the "PlayStation Network" tab of the main menu of the PSP.
Select the item you wish to download. Select "Buy Now" from the commands listed on the left side of the screen, then "Confirm Purchase" from the following screen. Your PlayStation Network cart will then be displayed, listing all the products your have purchased through your account.
Select the "Download" button beside the item you have just purchased, and select a download location (like your PSP&'s Memory Stick). When the item has finished downloading, it will be available for use.
From PS3
Connect the PSP and PS3 using a USB cable.
Select "USB Connection" from under the "Settings" tab on the PSP.
Select the game you wish to copy on the PSP. Press the "Triangle" button, and select "Copy" from the menu that pops up. Select a location to save the game to, and the transfer will begin.
From Computer
Connect your PSP and computer using a USB cable.
Select "USB Connection" on the PSP from under the "Settings" tab.
Run the MediaGo program on your computer and right-click the game you wish to transfer to your PSP. Select "Transfer" from the shortcut menu that pops up and choose a location to save the game to. If connected properly, the PSP should be displayed as an option.