Things You'll Need
Instructions
Downloading Content
Power on your PlayStation 3 without a disc in the console so the PS3 home menu appears.
Navigate to the PlayStation Store icon located in the PlayStation Network section of the menu.
Press "X" to open the PlayStation Store and enter your PlayStation Network account email and password if prompted. If you don't have a PlayStation Network account, create one by clicking the link in the Resources section and following the onscreen instructions.
Browse the PlayStation Store using the directional pad, confirming choices with "X" and canceling with "Circle." Take note of whether a title says "PSP" in the description. Only titles with this designation are compatible with your PSP console.
Select "Download" under the content description to send the item to your cart. Confirm the download by selecting the item and choosing "Download" again. If downloading free content or content you've already paid for, the download will begin immediately. If downloading purchasable content, you'll be prompted to enter your payment information and complete a checkout process.
Wait for the download to complete, or continue browsing by selecting the "Download in Background" option. Press "Circle" repeatedly to exit the PlayStation Store, selecting "Yes" when prompted.
Install the content to your PlayStation 3 by going to the Game section of the home menu, selecting the content and choosing "Install."
Transferring Content
Connect your PSP to your PS3, inserting the small end of the cable into your PSP and the larger end into one of your PS3's USB ports.
Power on your PSP without a UMD in the UMD drive.
Navigate to the Settings section of the home menu and select "USB Connection" to enable USB mode.
Use your PS3 controller to locate the content you want transferred to your PSP and highlight it.
Press "Triangle" on the PS3 controller and select "Copy" to send the content directly to the PSP.