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Instructions
How to Download Games to Your PSP using a USB Connection.
Download and install the Sony Media Go software. Media Go is required to access the Playstation Store on your home computer, and is free to download. The program can be located at the official Playstation website.
Create a free Playstation Network account. By entering your email address and other necessary information, you will gain access to the Playstation Network, allowing access to the Playstation Store, as well as the ability to play games online, when available.
Sign into the Playstation Network and add funds to your wallet. You can add funds through two means: entering your credit card information, or by redeeming the code on a Playstation Network card purchased at your local retailer.
Turn on your PSP system.
Plug a USB cable into your PSP. Your PSP should connect and be recognized by your computer automatically. If not, go to "Settings" and select "USB Connection" from the PSP menu.
Click "account management" in the upper-right corner of the Media Go software window. A web page will be opened requiring you to enter your sign-in information.
Click "Activate/Deactivate PSP system." The PSP connected to your computer will then be authorized for use with downloaded content purchased through your Playstation Network account.
Choose the game you wish to purchase on the Media Go Store. Games are sorted alphabetically and by genre.
Click "Buy now." You will be taken to a purchase confirmation page. Once you confirm your purchase, funds will be deducted from your wallet.
Download your game. After you purchase your chosen game, you will have access to the download page. Clicking "download" will bring up a progress window showing how much of the file has been downloaded so far. Once the download has finished, it will be transferred to your PSP through the USB cable.
Select your PSP from the column on the left of the Media Go screen. A menu will be brought up regarding your PSP device and the content installed on it.
Click "disconnect device." The PSP will be safely disconnected, and ready for play. The downloaded game will be accessible in the "Games" folder on the device.