Things You'll Need
Instructions
Download Media Go to your computer.
Launch Media Go and double-click the "PlayStation Store" icon.
Purchase your desired gaming content from the PlayStation Store.
Insert your Memory Stick Pro Duo into your PSP.
Connect your PSP to your computer using the PSP USB cable.
Put your PSP into USB Mode by navigating to the PSP's "System Settings" and selecting "USB Mode."
Return to your computer and look to the Downloads section, located on the left side of the Media Go screen.
Highlight the game file you want to transfer to your PSP and click the "Go" button.
Access your PSP. Exit "USB Mode" and remove the PSP USB cable from both your PSP and computer.