Things You'll Need
Instructions
Turn on the PSP and the PS3.
Connect your PSP to your PS3 using the USB cable.
Change your PSP to USB mode.
On your PS3, navigate to the game you wish to copy. Press the "triangle" button, and select "Copy" from the menu that comes up. Select your PSP from the available options as the destination to copy the files.
Select the copied game from the menu on your PSP. It should now be playable.
The mini USB end plugs into the PSP, and the other end plugs into a USB slot on the front of the PS3. One of these should have come packaged with your PS3.
To do this, navigate on the PSP main menu all the way to the left, and select the "USB Connection" option from that column.