Things You'll Need
Instructions
Slide the power switch on the PSP to the "Off" position and insert the Memory Stick Duo into the memory card slot on the side of the PSP.
Slide the power switch to the "on" position and scroll to the right using the analog stick to select "PlayStation Store" from under the "PlayStation Network" menu.
Scroll down to "Media" and press "X."
Scroll down to "Music" and press "X."
View the available songs for download and select one by pressing "X."
Select "Download" and the choose the Memory Stick Duo as the proper save location. The song will download to the memory card. If the song is available for a fee, select "Purchase", then "Confirm Purchase."