Things You'll Need
Instructions
Insert your PSP memory stick into the PSP card reader if you have not done so already. Browse through the PSP menu and select the PSN Store icon to open the PSN Store. You will see the PSN Store main menu.
Select "Games" from the PSN menu. This will bring you to a new page. Here you will see game categories. Select a category to begin browsing the list of games.
Select a game that you wish to download and select "Add to cart." Select "Checkout" when you are ready to complete the purchase of the download.
Enter in either your credit card information or your PlayStation Points card number. This will complete the purchase and your download will begin. Press the "O" button twice to be brought back to the PSP menu.
Go into the game section and your new game will be there. Select it to play.