Things You'll Need
Instructions
Connect the USB cable to the PSP, then plug the other end into the Computer and turn on both the PC and the PSP.
Press the "Home" button on the PSP to get to the PSP's main menu. From there, scroll right to the "settings" option, then down to the "USB Connection" option. Highlight that option and press "X" to start a connection between the PSP and the computer.
Open "My Computer" on the PC. You should now see your PSP represented as a generic external hard drive.
Close "My Computer" and launch your preferred web browser. Navigate to the website where the ZIP file you wish to download is located, then click on the "download" link. When asked where to save the file, browse to the PSP hard drive and save the zip file anywhere on the PSP memory stick.
Double-click the ZIP file once it has finished downloading. The archiving program--Winzip, WinRAR, etc--you have installed on your computer will automatically open the file, and from there you can just click the "unzip" button to save the files contained in the ZIP file to the PSP's memory stick.