Instructions
UMD Discs
Turn on your Sony PSP-3000.
Open the disc tray on the Sony PSP-3000.
Insert your PSP game disc into the disc tray on your Sony PSP-3000. Close the unit's disc tray.
Wait a second. Your Sony PSP-3000 will immediately begin to play the game contained on the disc that you inserted.
PlayStation Store
Turn on your Sony PSP-3000.
Select the "PlayStation Store" option from your PSP-3000's main menu.
Select "Sign In" to sign into your PlayStation Store account. If you do not have an account, you can also create a new one from this screen. An account is required to download content (such as games) from the PlayStation Store. During the creation of your account you will need to provide credit or debit card information that will be charged when you buy downloadable content (if applicable).
Select the "Games" option.
Find a game you'd like to download onto your PSP-3000. You can either search for a game by title or genre, or browse over the listings until you find something that you're interested in. You can choose to purchase the game outright, or download a demo version of the game by selecting the "Demo" option. To download the full version of the game, press the "X" button to download the game. The game will download to your PSP-3000 and will be accessible through the unit's main menu when the download is complete.