Instructions
Slide the power switch on the right side of your PSP to the "On" position.
Scroll to the right using the analog stick or directional pad on the PSP and stop on the "PlayStation Network" menu. Move down the menu and press "X" on the "PlayStation Store" menu to launch the online store.
Locate the media categories on the left side of the store&'s main page and scroll down and select "Games" to view available games for download.
Browse the games by title, genre or release date. To select a game for purchase, press "X" twice.
Scroll to the "Buy Now" option and press "X," then select "Confirm purchase."
Select a save location for the game. If you want to save the game to your PSP&'s hard drive, select that option, otherwise choose the "Memory Stick Duo" option to save to the memory card in your PSP. The download will immediately start once you select the save location.